<SEC-DOCUMENT>0000891092-14-000504.txt : 20140127
<SEC-HEADER>0000891092-14-000504.hdr.sgml : 20140127
<ACCEPTANCE-DATETIME>20140127163629
ACCESSION NUMBER:		0000891092-14-000504
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20131130
FILED AS OF DATE:		20140127
DATE AS OF CHANGE:		20140127
EFFECTIVENESS DATE:		20140127

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:		14549323

	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>e57017nq.htm
<DESCRIPTION>FORM N-Q
<TEXT>
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<P STYLE="font: 12pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0; text-align: center"><FONT STYLE="font-weight: normal; vertical-align: baseline">UNITED
STATES</FONT></P>

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

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

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

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

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

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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">Investment Company Act file number 811-21349</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Name of Fund: BlackRock Limited Duration
Income Trust (BLW)</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Fund Address: 100 Bellevue Parkway,
Wilmington, DE 19809</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Name and address of agent for service:
John M. Perlowski, Chief Executive Officer, BlackRock Limited Duration Income Trust, 55 East 52<SUP>nd</SUP> Street, New York,
NY 10055</P>

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

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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of fiscal year end: 08/31/2014</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of reporting period: 11/30/2013</P>

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

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


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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">November 30, 2013 (Unaudited)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>


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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Common Stocks</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Shares</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Auto Components&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Lear Corp. </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">807</font></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">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$</font></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">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66,908</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Construction &amp; Engineering&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USI United Subcontractors (a)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">6,454</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">6,454</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kcad Holdings I Ltd. (a)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">384,412,912</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,191,154</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">BLB Worldwide Holdings, Inc. (a)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">51,947</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,272,701</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Travelport Worldwide Ltd. (a)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,158,668</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,494,682</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td>
    <TD STYLE="font-size: 2pt">&nbsp;</TD>
    <TD STYLE="font-size: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,767,383</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Metals &amp; Mining&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Euramax International (a)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">234</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">56,088</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Paper &amp; Forest Products&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NewPage Corp. (a)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">13,780</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,171,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Software&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HMH Holdings/EduMedia (a)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">128,441</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,990,836</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Common Stocks</b> &mdash; <b>1.2%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">8,250,123</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="padding-bottom: 2pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities&nbsp;&mdash; 6.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">321 Henderson Receivables I LLC, Class A (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2010-2A, 4.07%, 1/15/48 </font></td>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,302</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,401,124</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2010-3A, 3.82%, 12/15/48 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,758</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,000,700</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ACAS CLO Ltd. (b)(c):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2007-1A, Class A1S, 0.45%, 4/20/21</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">746</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">734,474</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-1A, Class D, 3.84%, 4/20/25 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">750</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">716,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Adirondack Park CLO Ltd., Series 2013-1A, Class D, 3.89%, 4/15/24 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,750</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,680,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Aircraft Lease Securitisation, Ltd., Series 2007-1A, Class G3, 0.43%, 5/10/32 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">815</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">778,714</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ALM Loan Funding (b)(c):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2010-3AR, Class D, 4.49%, 11/20/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,000,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-7R2A, Class B, 2.86%, 4/24/24 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">865</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">837,493</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-7RA, Class C, 3.71%, 4/24/24 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,410</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,331,916</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-7RA, Class D, 5.26%, 4/24/24 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,040</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">956,488</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities (continued)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Atrium CDO Corp., Series 9A,&nbsp;Class D, 3.74%, 2/28/24 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,100</font></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">$</font></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">1,052,150</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Battalion CLO IV, Ltd., Series&nbsp;2013-4A, Class C, 3.64%, 10/22/25 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">468,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Capital One Multi-Asset Execution Trust, Series 4-3C, 6.63%, 4/19/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">2,650</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,415,434</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Carlyle Global Market Strategies CLO Ltd., Series 2013-1A,&nbsp;Class C, 4.24%, 2/14/25 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">250</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">247,625</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CarMax Auto Owner Trust 2012-3, Series 2012-3, Class D, 2.29%, 4/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,530</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,540,269</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cavalry CLO II, Series 2A, Class D, 4.24%, 1/17/24 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">490,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Central Park CLO Ltd.,&nbsp;Series 2011-1A, Class D, 3.44%, 7/23/22 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">481,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Countrywide Asset-Backed Certificates, Series 2007-7, Class 2A2, 0.33%, 10/25/47 (c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,932</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,892,121</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Credit Suisse ABS Repackaging Trust, Series 2013-A, Class B, 2.50%, 1/25/30 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,883</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,703,089</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ECP CLO Ltd., Series 2013-5A, Class C, 3.74%, 1/20/25 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,419,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fraser Sullivan CLO VII Ltd.,&nbsp;Series 2012-7A, Class C, 4.24%, 4/20/23 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,090</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,081,171</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GSAA Trust, Series 2007-3, Class 1A2, 0.34%, 3/25/47 (c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,832</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,347,171</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Halcyon Loan Advisors Funding Ltd., Series 2013-1A, Class C, 3.74%, 4/15/25 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">957,100</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Madison Park Funding XI Ltd., Series 2013-11A, Class D, 3.80%, 10/23/25 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">420</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">398,832</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Neuberger Berman CLO XV,&nbsp;Series 2013-15A, Class C, 3.10%, 10/15/25 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">963,780</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Octagon Investment Partners XVI Ltd., Series 2013-1A, Class D, 3.62%, 7/17/25 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">470,450</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">OZLM Funding Ltd., Series 2012-2A, Class C, 4.59%, 10/30/23 (b)(c)</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">495,400</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Regatta Funding LP, Series 2013-2A, Class C, 4.24%, 1/15/25 (b)(c)</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">495,350</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Santander Consumer Acquired Receivables Trust, Series&nbsp;2011-S1A, Class D, 3.15%, 8/15/16 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,563</font></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">$</font></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">1,566,653</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Santander Drive Auto Receivables Trust, Series 2011-S2A (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Class B, 2.06%, 6/15/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">241</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">242,317</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Class C, 2.86%, 6/15/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">250</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">250,933</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SLC Student Loan Trust,&nbsp;Series 2006-A, Class A4, 0.36%, 1/15/19 (c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">183</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">183,185</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: 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; padding-left: 0.1in; text-align: right; 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">3,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,071,184</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">44,670,523</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Interest Only Asset-Backed Securities&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sterling Bank Trust, Series 2004-2, Class Note, 2.08%, 3/30/30 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">8,801</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">635,332</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sterling Coofs Trust, Series 2004-1, Class A, 2.36%, 4/15/29 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">9,013</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">605,592</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,240,924</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Asset-Backed Securities</b> &mdash; <b>6.9%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">45,911,447</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="padding-bottom: 2pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Aerospace &amp; Defense&nbsp;&mdash; 0.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DigitalGlobe, Inc., 5.25%,&nbsp;2/01/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">928</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">904,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Huntington Ingalls Industries, Inc., 7.13%, 3/15/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">570</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">621,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kratos Defense &amp; Security Solutions, Inc., 10.00%, 6/01/17 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,966</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,128,195</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Meccanica Holdings USA, Inc., 6.25%, 7/15/19 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">339</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">352,503</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,006,798</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Airlines&nbsp;&mdash; 2.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Air Canada Pass-Through Trust, Series 2013-1, Class C, 6.63%, 5/15/18 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">651</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">647,745</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">American Airlines Pass-Through Trust, Series 2013-2 (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Class A, 4.95%, 7/15/24 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,250</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,404,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Class B, 5.60%, 1/15/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">755</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">757,831</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Continental Airlines Pass-Through Trust, Series 2012-3, Class C, 6.13%, 4/29/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,090</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,163,150</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Airlines (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Continental Airlines, Inc., 6.75%, 9/15/15 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,350</font></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">$</font></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">1,387,125</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Delta Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 6/17/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">234</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">264,932</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">United Continental Holdings, Inc., 6.00%, 12/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">950</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">945,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Airways Pass-Through Trust, Class C (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2011-1, 10.88%, 10/22/14 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">847</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">887,267</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2012-1, 9.13%, 10/01/15 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,115</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,220,757</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Virgin Australia Trust (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-1A, 5.00%, 10/23/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">800</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">817,697</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-1B, 6.00%, 10/23/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,700</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,742,500</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-1, Class C, 7.13%, 10/23/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,240</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,244,550</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">16,483,179</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Auto Components&nbsp;&mdash; 1.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Affinia Group, Inc., 7.75%, 5/01/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,095</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,144,275</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Brighthouse Group PLC, 7.88%, 5/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">168,539</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GKN Holdings PLC, 5.38%, 9/19/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">120</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">207,989</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Icahn Enterprises LP/Icahn Enterprises Finance Corp., 8.00%, 1/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">610</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">636,687</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Jaguar Land Rover Automotive PLC, 8.25%, 3/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">554</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,022,090</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pittsburgh Glass Works LLC, 8.00%, 11/15/18 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">445</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">462,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rhino Bondco SpA, 7.25%, 11/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">110</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">151,538</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Schaeffler Holding Finance BV (e):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.88%, 8/15/18 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,085</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,155,525</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.88%, 8/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">375</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">543,690</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Servus Luxembourg Holdings SCA, 7.75%, 6/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">342</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">486,384</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Titan International, Inc., 6.88%, 10/01/20 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">555</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">573,038</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">6,552,555</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Automobiles&nbsp;&mdash; 0.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ford Motor Co., 4.25%, &nbsp;11/15/16 (f)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">434</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">878,036</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 2; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Automobiles (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">General Motors Co., 3.50%, 10/02/18 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">2,478</font></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">$</font></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">2,524,463</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,402,499</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Beverages&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Constellation Brands, Inc., 7.25%, 5/15/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">82</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">95,018</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Building Products&nbsp;&mdash; 1.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">American Builders &amp; Contractors Supply Co., Inc., 5.63%, 4/15/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">415</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">420,188</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Builders FirstSource, Inc., 7.63%, 6/01/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">890</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">923,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Building Materials Corp. of &nbsp;America (b)(d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.00%, 2/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,345</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,445,875</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.75%, 5/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,030</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,109,825</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CPG Merger Sub LLC, 8.00%, 10/01/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,030</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,073,775</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Momentive Performance Materials, Inc., 8.88%, 10/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">530</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">557,825</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Texas Industries, Inc., 9.25%, 8/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">523</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">573,992</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USG Corp., 9.75%, 1/15/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,390</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,626,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">7,731,155</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Capital Markets&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">American Capital Ltd., 6.50%, 9/15/18 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">975</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,010,344</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">E*Trade Financial Corp., 0.00%, 8/31/19 (b)(f)(g)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">249</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">431,392</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">KCG Holdings, Inc., 8.25%, 6/15/18 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">240</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">246,900</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SteelRiver Transmission Co. LLC, 4.71%, 6/30/17 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,097</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,139,615</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,828,251</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Chemicals&nbsp;&mdash; 1.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ashland, Inc., 3.88%, 4/15/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">675</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">678,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Chemtura Corp., 5.75%, 7/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">200</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">202,500</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Huntsman International LLC, 8.63%, 3/15/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">655</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">733,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">INEOS Finance PLC, 7.50%, 5/01/20 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">445</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">487,275</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">INEOS Group Holdings SA:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.13%, 8/15/18 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">680</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">684,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 8/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">328</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">452,916</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">LSB Industries, Inc., 7.75%, 8/01/19 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">301</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">313,793</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Nufarm Australia Ltd., 6.38%, 10/15/19 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">320</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">331,200</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Chemicals (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Orion Engineered Carbons Bondco GmbH, 9.63%, 6/15/18 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">898</font></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">$</font></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">992,290</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">PetroLogistics LP/PetroLogistics Finance Corp., 6.25%, &nbsp;4/01/20 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">260</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">260,975</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rockwood Specialties Group, Inc., 4.63%, 10/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,175</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,262,312</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Solvay Finance SA, 4.20% (c)(h)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">360</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">494,451</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Coatings Acquisition, Inc./Axalta Coating Systems Dutch Holding B BV:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.75%, 2/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">200</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">281,978</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.38%, 5/01/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">398</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">421,880</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">9,597,795</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Banks&nbsp;&mdash; 2.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">BNP Paribas SA, 2.38%, &nbsp;9/14/17 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,225</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,310,572</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CIT Group, Inc. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.00%, 5/15/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">890</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">950,075</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.50%, 2/15/19 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,370</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,476,175</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HSBC Bank PLC, 3.10%, &nbsp;5/24/16 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,560</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,694,817</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HSBC Holdings PLC, 6.25%, 3/19/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,587,823</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ING Bank NV, 2.00%, &nbsp;9/25/15 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">3,245</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,296,660</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Lloyds Bank PLC, 11.88%, 12/16/21 (c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">52</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">87,616</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Nordea Bank AB, 4.50%, 3/26/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,020</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,526,626</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">14,930,364</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Services &amp; Supplies&nbsp;&mdash; 1.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">AA Bond Co., Ltd., 9.50%, 7/31/43 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">200</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">357,531</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ACCO Brands Corp., 6.75%, 4/30/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">99,625</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ADS Waste Holdings, Inc., 8.25%, 10/01/20 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">292</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">308,790</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The ADT Corp., 6.25%, &nbsp;10/15/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">401</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">418,544</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ARAMARK Corp., 5.75%, &nbsp;3/15/20 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">712</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">742,260</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Aviation Capital Group Corp., 4.63%, 1/31/18 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,023,961</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Bilbao Luxembourg SA, 10.50%, 12/01/18 (e)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">133,162</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Brand Energy &amp; Infrastructure Services, Inc., 8.50%, &nbsp;12/01/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">617</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">629,340</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Brickman Group Holdings, Inc., 9.13%, 11/01/18 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">63</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">67,337</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD COLSPAN="1" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
        <TD COLSPAN="1" STYLE="vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD COLSPAN="1" STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD COLSPAN="1" STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Services &amp; Supplies (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Catalent Pharma Solutions, Inc., 7.88%, 10/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">306</font></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">$</font></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">311,355</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Covanta Holding Corp., 6.38%, 10/01/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">103,047</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EC Finance PLC, 9.75%, 8/01/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">148,449</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Interactive Data Corp., 10.25%, 8/01/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">2,210</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,489,123</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Mobile Mini, Inc., 7.88%, 12/01/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">915</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,008,787</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">United Rentals North America, &nbsp;Inc. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.75%, 7/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">494</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">530,433</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.63%, 4/15/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,518</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,700,160</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Verisure Holding AB:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.75%, 9/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">199</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">296,090</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.75%, 12/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">111</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">162,214</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">West Corp., 8.63%, 10/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">165</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">179,644</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">10,709,852</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Communications Equipment&nbsp;&mdash; 2.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ADC Telecommunications, Inc., 3.50%, 7/15/15 (d)(f)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">6,670</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">6,753,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Alcatel-Lucent USA, Inc., 6.75%, 11/15/20 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,770</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,785,487</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Avaya, Inc., 7.00%, 4/01/19 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">437</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">424,983</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CommScope Holding Co., Inc., 6.63%, 6/01/20 (b)(e)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">605</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">626,175</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Zayo Group LLC/Zayo Capital,&nbsp;Inc. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.13%, 1/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,800</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,984,500</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">10.13%, 7/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,460</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,686,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">13,260,820</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Construction &amp; Engineering&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Astaldi SpA, 7.13%, 12/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">215</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">303,623</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Safway Group Holding LLC/Safway Finance Corp., 7.00%, &nbsp;5/15/18 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">258</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">270,255</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Weekley Homes LLC/Weekley Finance Corp., 6.00%, &nbsp;2/01/23 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">320</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">307,200</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">881,078</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Construction Materials&nbsp;&mdash; 1.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Buzzi Unicem SpA, 6.25%, 9/28/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">154</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">234,445</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HD Supply, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.13%, 4/15/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">4,285</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,783,131</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">11.00%, 4/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">770</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">914,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.50%, 7/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,696</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,857,760</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">11.50%, 7/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">335</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">400,325</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Construction Materials (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HeidelbergCement Finance Luxembourg SA, 7.50%, 4/03/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">64</font></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">$</font></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">106,313</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Lafarge SA, 4.75%, 9/30/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">245</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">348,899</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">9,645,248</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Consumer Finance&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ford Motor Credit Co. LLC (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3.88%, 1/15/15 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">2,475</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,558,133</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.00%, 4/15/15 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">400</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">432,855</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hyundai Capital America, 3.75%, 4/06/16 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,285</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,347,729</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">IVS F. SpA, 7.13%, 4/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">235</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">328,099</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Springleaf Finance Corp. (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.75%, 10/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">52</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">55,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.25%, 10/01/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">94</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">101,050</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,823,116</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Containers &amp; Packaging&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ardagh Packaging Finance PLC:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.38%, 10/15/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">145,392</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.00%, 11/15/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">260</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">350,639</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Berry Plastics Corp., 9.75%, 1/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">290</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">337,487</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Beverage Packaging Holdings Luxembourg II SA, 8.00%, 12/15/16 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">274</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">372,311</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Crown Americas LLC/Crown Americas Capital Corp. III, 6.25%, 2/01/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">144</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">155,520</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">OI European Group BV, 4.88%, 3/31/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">311</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">442,280</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,803,629</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Distributors&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">VWR Funding, Inc., 7.25%, 9/15/17 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">874</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">935,180</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Consumer Services&nbsp;&mdash; 0.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">APX Group, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.38%, 12/01/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">566</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">571,660</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.75%, 12/01/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,387</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,425,143</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Garda World Security Corp., 7.25%, 11/15/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">275</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">279,125</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Laureate Education, Inc., 9.25%, 9/01/19 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,460</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,598,700</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,874,628</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services&nbsp;&mdash; 3.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Aircastle Ltd., 6.25%, 12/01/19 (d)</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">367</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">396,360</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ally Financial, Inc. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.30%, 2/12/15 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,460</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,656,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.00%, 11/01/31 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,766</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,282,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 4; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Citigroup, Inc., 5.95% (c)(d)(h)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,370</font></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">$</font></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">1,279,237</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Co-Operative Group Ltd.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.88%, 7/08/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">300</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">499,476</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.50%, 7/08/26 (i)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">600</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">997,500</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DPL, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 10/15/16 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">70</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">75,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.25%, 10/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">185</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">188,700</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gala Group Finance PLC, 8.88%, 9/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">700</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,231,315</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Goldman Sachs Group, Inc., 3.30%, 5/03/15 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">3,285</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,395,103</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Jefferies Finance LLC/JFIN Co-Issuer Corp., 7.38%, 4/01/20 (b)(d)</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">585</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">606,206</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Jefferies LoanCore LLC/JLC Finance Corp., 6.88%, 6/01/20 (b)</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">567</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">559,913</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Leucadia National Corp., 8.13%, 9/15/15 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,870</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,075,700</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Macquarie Bank Ltd., 10.25%, 6/20/57 (c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,450</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,631,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Reynolds Group Issuer, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.13%, 4/15/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,294</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,384,580</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9.00%, 4/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">180</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">192,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9.88%, 8/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">535</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">593,850</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.75%, 10/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">800</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">820,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.88%, 2/15/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">820</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">885,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WMG Acquisition Corp.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">11.50%, 10/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">753</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">871,598</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.00%, 1/15/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">841</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">876,743</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">24,500,731</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Telecommunication Services&nbsp;&mdash; 3.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CenturyLink, Inc., Series V, 5.63%, 4/01/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">906</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">921,855</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 3 Communications, Inc., 8.88%, 6/01/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">735</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">805,744</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 3 Financing, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.15%, 2/15/15 (c)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,725</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,725,949</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3.83%, 1/15/18 (b)(c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">411</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">414,082</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.13%, 7/01/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,083</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,375,885</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.00%, 6/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">495</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">524,700</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.13%, 1/15/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,682</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,707,230</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Telecom Italia SpA:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.38%, 6/24/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">200</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">339,107</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.88%, 9/25/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">220</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">300,606</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.88%, 5/19/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">450</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">698,425</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series TIT, 6.13%, 11/15/16 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">300</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">417,464</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Telenet Finance V Luxembourg SCA:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.25%, 8/15/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">271</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">388,562</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.75%, 8/15/24 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">397</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">570,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Verizon Communications, Inc., 3.65%, 9/14/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">13,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">13,821,418</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Telecommunication Services (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Windstream Corp., 7.75%, 10/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">46</font></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">$</font></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">49,220</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">26,060,547</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Electric Utilities&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Homer City Generation LP (e):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.14%, 10/01/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">345</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">356,213</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.73%, 10/01/26 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">495</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">508,612</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Mirant Mid Atlantic Pass-Through Trust B, Series B, 9.13%, 6/30/17 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">538</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">568,212</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,433,037</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Electrical Equipment&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Belden, Inc., 5.50%, 4/15/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">140</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">186,427</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pentair Finance SA, 1.88%, 9/15/17 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">371</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">369,485</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rexel SA, 5.13%, 6/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">439</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">632,304</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Techem GmbH:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.13%, 10/01/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">300</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">442,290</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.88%, 10/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">106</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">160,597</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Trionista Holdco GmbH, 5.00%, 4/30/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">410</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">565,521</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Trionista TopCo GmbH, 6.88%, 4/30/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">142,144</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,498,768</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Energy Equipment &amp; Services&nbsp;&mdash; 1.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Calfrac Holdings LP, 7.50%, 12/01/20 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">503</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">509,287</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CGG, 7.75%, 5/15/17 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">330</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">339,488</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gulfmark Offshore, Inc., 6.38%, 3/15/22 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">185</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">187,775</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hornbeck Offshore Services, Inc., 5.88%, 4/01/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">375</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">386,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MEG Energy Corp. (b)(d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 3/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">358</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">372,320</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.00%, 3/31/24 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">864</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">881,280</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Oil States International, Inc. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 6/01/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,614</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,716,892</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.13%, 1/15/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">908</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,019,230</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Peabody Energy Corp. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.00%, 11/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,004</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,066,750</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.25%, 11/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">991</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,013,297</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rain CII Carbon LLC/CII Carbon Corp., 8.25%, 1/15/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">535</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">548,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Seadrill Ltd., 5.63%, 9/15/17 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,320</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,383,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Transocean, Inc. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.95%, 11/15/15 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,040</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,116,537</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.05%, 12/15/16 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">180</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">198,624</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2.50%, 10/15/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">725</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">735,502</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 5; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
        <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Energy Equipment &amp; Services (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Transocean, Inc. (d) (concluded):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.00%, 3/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">230</font></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">$</font></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">260,504</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">12,735,911</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Food &amp; Staples Retailing&nbsp;&mdash; 0.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Bakkavor Finance 2 PLC:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.25%, 2/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">312</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">544,986</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.75%, 6/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">200</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">357,532</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Brakes Capital, 7.13%, 12/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,655</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,700,223</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">R&amp;R Ice Cream PLC, 9.25%, 5/15/18 (e)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">314</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">439,463</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rite Aid Corp., 9.25%, 3/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,095</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,263,356</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">5,305,560</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Food Products&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Findus Bondco SA:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9.13%, 7/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">187</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">278,235</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9.50%, 7/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">177,538</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Post Holdings, Inc., 6.75%, 12/01/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">252</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">257,040</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Smithfield Foods, Inc., 6.63%, 8/15/22 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">783</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">827,044</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sun Merger Sub, Inc. (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.25%, 8/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">207</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">216,315</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.88%, 8/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">193</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">199,755</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Univeg Holding BV, 7.88%, 11/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">135</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">182,521</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,138,448</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Gas Utilities&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Targa Resources Partners LP/Targa Resources Partners Finance Corp., 7.88%, 10/15/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,515</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,643,775</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Equipment &amp; Supplies&nbsp;&mdash; 1.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Biomet, Inc. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 8/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,720</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,823,200</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 10/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">418</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">434,720</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CareFusion Corp., 5.13%, &nbsp;8/01/14 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,087,651</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DJO Finance LLC/DJO Finance Corp., 8.75%, 3/15/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">413</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">452,235</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">IDH Finance PLC, 6.00%, 12/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">113</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">187,213</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kinetic Concepts, Inc./KCI USA, Inc., 12.50%, 11/01/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">328</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">362,440</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Teleflex, Inc., 6.88%, 6/01/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">675</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">708,750</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">7,056,209</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Providers &amp; Services&nbsp;&mdash; 1.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Aviv Healthcare Properties LP/Aviv Healthcare Capital Corp.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.75%, 2/15/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">995</font></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">$</font></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">1,069,625</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.00%, 10/15/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">232</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">237,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CHS/Community Health Systems, Inc., 5.13%, 8/15/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">490</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">509,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Crown Newco 3 PLC, 7.00%, 2/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">441</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">755,343</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HCA, Inc. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.88%, 2/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,896</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,045,310</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.25%, 9/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">711</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">776,768</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hologic, Inc., 6.25%, 8/01/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,289</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,359,895</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">LifePoint Hospitals, Inc., 5.50%, 12/01/21 (b)(j)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">240</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">241,200</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tenet Healthcare Corp.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.25%, 11/01/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,134</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,241,730</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.00%, 8/01/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">775</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">844,750</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.00%, 10/01/20 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">461</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">481,745</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.13%, 4/01/22 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,198</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,299,830</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Voyage Care Bondco PLC, 6.50%, 8/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">355</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">589,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">11,453,196</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Technology&nbsp;&mdash; 0.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">IMS Health, Inc., 12.50%, &nbsp;3/01/18 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">4,300</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">5,074,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 4.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Carlson Wagonlit BV, 6.88%, 6/15/19 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">370</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">382,950</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cirsa Funding Luxembourg SA, 8.75%, 5/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">355</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">507,699</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Enterprise Funding Ltd., Series ETI, 3.50%, 9/10/20 (f)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">169,030</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Enterprise Inns PLC, 6.50%, 12/06/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">926</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,575,822</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gategroup Finance Luxembourg SA, 6.75%, 3/01/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">290</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">415,757</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GLP Capital LP/GLP Financing II, Inc. (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.38%, 11/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">357</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">364,140</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.88%, 11/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">458</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">456,855</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Intralot Finance Luxembourg SA, 9.75%, 8/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">480</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">706,848</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Isle of Capri Casinos, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.75%, 3/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">70</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">74,900</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.88%, 3/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">294</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">285,180</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MCE Finance Ltd., 5.00%, 2/15/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">941</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">910,418</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Playa Resorts Holding BV, 8.00%, 8/15/20 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">165</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">173,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">PNK Finance Corp., 6.38%, 8/01/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">518</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">534,835</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 6; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
        <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Six Flags Entertainment Corp., 5.25%, 1/15/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">576</font></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">$</font></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">564,480</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Snai SpA, 7.63%, 6/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">205</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">283,150</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Spirit Issuer PLC (c):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series A1, 1.07%, 12/28/28 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">655</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">876,177</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series A2, 3.22%, 12/28/31 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,800</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,577,172</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series A5, 5.47%, 12/28/28 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">6,792,689</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series A6, 2.32%, 12/28/36 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,670</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,008,484</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Station Casinos LLC, 7.50%, 3/01/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">2,245</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,396,538</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Travelport LLC/Travelport Holdings, Inc., 11.88%, &nbsp;9/01/16 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">78</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">78,404</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tropicana Entertainment LLC/Tropicana Finance Corp., 9.63%, 12/15/14 (a)(k)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">375</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Unique Pub Finance Co. PLC:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series A3, 6.54%, 3/30/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">400</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">682,337</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series A4, 5.66%, 6/30/27 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">822</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,318,210</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Vougeot Bidco PLC, 7.88%, 7/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">218</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">378,116</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Wynn Macau Ltd., 5.25%, 10/15/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">428</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">432,280</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">26,945,721</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Household Durables&nbsp;&mdash; 1.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Algeco Scotsman Global Finance PLC, 9.00%, 10/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">530</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">784,979</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ashton Woods USA LLC/Ashton Woods Finance Co., 6.88%, 2/15/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">510</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">499,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Beazer Homes USA, Inc., 6.63%, 4/15/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">910</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">978,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Berkline/Benchcraft LLC, 4.50%, 11/03/14 (a)(k)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">200</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Brookfield Residential Properties, Inc., 6.50%, 12/15/20 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">925</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">964,313</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Brookfield Residential Properties, Inc./Brookfield Residential US Corp., 6.13%, 7/01/22 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">259</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">257,705</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">K. Hovnanian Enterprises, Inc., 7.25%, 10/15/20 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,130</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,252,475</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">KB Home, 7.25%, 6/15/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">880</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">963,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Libbey Glass, Inc., 6.88%, 5/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">226</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">241,255</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Spie BondCo 3 SCA, 11.00%, 8/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">248</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">382,475</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Standard Pacific Corp., 8.38%, 1/15/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,150,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Household Durables (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Taylor Morrison Communities, Inc./Monarch Communities, Inc., 5.25%, 4/15/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">597</font></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">$</font></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">576,105</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">9,050,957</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Household Products&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ontex IV SA, 9.00%, 4/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">353</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">518,787</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Spectrum Brands Escrow Corp. (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.38%, 11/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">250</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">266,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.63%, 11/15/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">285</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">303,525</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,088,562</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Independent Power Producers &amp; Energy Traders&nbsp;&mdash; 1.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">AES Corp., 7.75%, 10/15/15 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">972</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,074,060</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Calpine Corp. (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.50%, 2/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">147</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">160,230</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.00%, 1/15/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">143</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">146,933</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.88%, 1/15/24 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">438</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">435,810</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.88%, 8/15/17 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">625</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">640,625</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">10.00%, 12/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">390</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">414,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">10.00%, 12/01/20 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,105</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,231,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">12.25%, 3/01/22 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,408</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,953,280</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GenOn REMA LLC:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series B, 9.24%, 7/02/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">247</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">254,213</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series C, 9.68%, 7/02/26 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,001</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,031,030</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Laredo Petroleum, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9.50%, 2/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">630</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">702,450</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.38%, 5/01/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">515</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">557,487</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NRG Energy, Inc., 7.63%, &nbsp;1/15/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">913</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,040,820</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">12,642,613</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Insurance&nbsp;&mdash; 1.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Allied World Assurance Co., Ltd., 7.50%, 8/01/16 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,473,064</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">American International Group, Inc., 3.00%, 3/20/15 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,120</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,212,764</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CNO Financial Group, Inc., 6.38%, 10/01/20 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">304</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">325,280</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Forethought Financial Group, Inc., 8.63%, 4/15/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">750</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">826,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Galaxy Bidco Ltd., 6.38%, 11/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">163,630</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hockey Merger Sub 2, Inc., 7.88%, 10/01/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">255</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">263,606</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Liberty Mutual Group, Inc., 7.00%, 3/15/37 (b)(c)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,575</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,638,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MPL 2 Acquisition Canco, Inc., 9.88%, 8/15/18 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">595</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">614,338</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 7; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
        <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Insurance (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Muenchener Rueckversicherungs AG, 6.00%, 5/26/41 (c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">400</font></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">$</font></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">637,536</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">TMF Group Holding BV, 9.88%, 12/01/19 (c)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">310</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">454,927</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">11,609,445</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Internet Software &amp; Services&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cerved Group SpA:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.38%, 1/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">143,989</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.00%, 1/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">144,237</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Equinix, Inc., 4.88%, 4/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">139</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">138,652</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">IAC/InterActiveCorp, 4.88%, 11/30/18 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">495</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">505,519</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">932,397</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">IT Services&nbsp;&mdash; 2.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ceridian Corp., 8.88%, &nbsp;7/15/19 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,395</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,612,969</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ceridian HCM Holding, Inc., 11.00%, 3/15/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,004</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,159,620</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Epicor Software Corp., 8.63%, 5/01/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,260</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,370,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">First Data Corp. (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.38%, 6/15/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,775</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,899,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.75%, 11/01/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,250</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,309,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">11.75%, 8/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">582</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">603,825</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SunGard Data Systems, Inc., 6.63%, 11/01/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,040</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,085,500</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Western Union Co. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2.88%, 12/10/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,105,212</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3.35%, 5/22/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,650</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,665,008</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WEX, Inc., 4.75%, 2/01/23 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">550</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">507,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">15,318,384</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Machinery&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Trinseo Materials Operating SCA/Trinseo Materials Finance, Inc., 8.75%, 2/01/19 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">167</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">170,340</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Media&nbsp;&mdash; 4.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Adria Bidco BV, 7.88%, 11/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">140</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">190,470</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">AMC Networks, Inc., 7.75%, 7/15/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">865</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">973,125</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cengage Learning Acquisitions, Inc., 11.50%, 4/15/20 (a)(b)(k)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">509</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">394,475</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Checkout Holding Corp., 10.72%, 11/15/15 (b)(d)(g)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,056</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">860,640</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Clear Channel Communications, Inc., 9.00%, 3/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,311</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,324,110</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Clear Channel Worldwide Holdings, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.63%, 3/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">677</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">714,235</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 11/15/22 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">965</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">993,950</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 11/15/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">213</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">220,455</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Media (continued)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DIRECTV Holdings LLC / DIRECTV Financing Co., Inc., 3.13%, 2/15/16 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">3,000</font></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">$</font></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">3,128,679</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DISH DBS Corp. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.13%, 2/01/16 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">200</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">221,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.25%, 4/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,330</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,353,275</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DreamWorks Animation SKG, Inc., 6.88%, 8/15/20 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">305</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">324,063</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gannett Co., Inc. (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.13%, 10/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">197</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">203,156</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.13%, 7/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">218</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">222,360</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.38%, 10/15/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">304</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">316,920</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gray Television, Inc., 7.50%, 10/01/20 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">428</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">450,470</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Intelsat Jackson Holdings SA:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.25%, 10/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,660</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,813,550</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.50%, 8/01/23 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">515</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">493,112</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Intelsat Luxembourg SA, 6.75%, 6/01/18 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">910</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">953,225</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Live Nation Entertainment, Inc., 7.00%, 9/01/20 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">185</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">199,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The McClatchy Co., 9.00%, 12/15/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">330</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">358,050</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MDC Partners, Inc., 6.75%, 4/01/20 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">493</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">512,720</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Midcontinent Communications &amp; Midcontinent Finance Corp., 6.25%, 8/01/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">245</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">248,675</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NAI Entertainment Holdings/NAI Entertainment Holdings Finance Corp., 5.00%, 8/01/18 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">345</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">356,212</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">RCN Telecom Services LLC/RCN Capital Corp., 8.50%, &nbsp;8/15/20 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">580</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">585,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sirius XM Holdings, Inc. (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.88%, 10/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">342</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">352,688</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.75%, 8/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">424</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">429,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.63%, 5/15/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">311</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">277,568</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sterling Entertainment Corp., 10.00%, 12/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,175</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,175,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Townsquare Radio LLC / Townsquare Radio, Inc., 9.00%, 4/01/19 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">789</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">848,175</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Unitymedia Hessen GmbH &amp; Co. KG/Unitymedia NRW GmbH:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.50%, 3/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,440</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,566,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.63%, 4/15/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">104</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">142,409</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Univision Communications, Inc., 6.75%, 9/15/22 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">286</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">314,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Virgin Media Secured Finance PLC:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 1/15/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,036,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.00%, 4/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,274</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,141,974</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ziggo BV, 3.63%, 3/27/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">455</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">618,254</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 8; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
        <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Media (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ziggo Finance BV, 6.13%, 11/15/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EUR&nbsp;</font></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">100</font></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">$</font></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">140,293</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">26,455,038</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Metals &amp; Mining&nbsp;&mdash; 2.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">APERAM (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.38%, 4/01/16 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">150</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">154,875</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.75%, 4/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">150</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">154,875</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ArcelorMittal:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9.50%, 2/15/15 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,910</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,081,900</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.25%, 8/05/15 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">738</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">763,830</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.00%, 2/25/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">343</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">364,009</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.13%, 6/01/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">498</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">540,953</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Eco-Bat Finance PLC, 7.75%, 2/15/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">495</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">703,714</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Glencore Funding LLC, 1.70%, 5/27/16 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">2,450</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,454,246</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Global Brass &amp; Copper, Inc., 9.50%, 6/01/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">695</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">776,662</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kaiser Aluminum Corp., 8.25%, 6/01/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">510</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">577,575</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Novelis, Inc., 8.75%, 12/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,375</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,660,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Perstorp Holding AB, 8.75%, 5/15/17 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">290</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">310,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Steel Dynamics, Inc., 6.38%, 8/15/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">555</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">603,563</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Wise Metals Group LLC/Wise Alloys Finance Corp., 8.75%, 12/15/18 (b)(j)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,301</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,336,777</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">13,483,279</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Multiline Retail&nbsp;&mdash; 0.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Dollar General Corp., 1.88%, 4/15/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,133</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,087,943</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Dufry Finance SCA, 5.50%, 10/15/20 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">557</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">573,710</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Neiman Marcus Group, Inc., 8.00%, 10/15/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">856</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">879,540</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,541,193</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels&nbsp;&mdash; 3.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Access Midstream Partners LP/ACMP Finance Corp., 4.88%, 5/15/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">455</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">445,900</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Alpha Natural Resources, Inc., 6.25%, 6/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">209</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">179,218</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Antero Resources Finance Corp., 5.38%, 11/01/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">774</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">781,740</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Athlon Holdings LP/Athlon Finance Corp., 7.38%, 4/15/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">254</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">266,065</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Bonanza Creek Energy, Inc., 6.75%, 4/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">95</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">100,463</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels (continued)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Chaparral Energy, Inc., 7.63%, 11/15/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">305</font></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">$</font></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">330,162</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Concho Resources, Inc., 6.50%, 1/15/22 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">221</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">239,232</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CONSOL Energy, Inc., 8.25%, 4/01/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,890</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,055,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EP Energy LLC/Everest Acquisition Finance, Inc., Series WI, 6.88%, 5/01/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">630</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">678,825</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Holly Energy Partners LP/Holly Energy Finance Corp., 6.50%, 3/01/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">215</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">225,212</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kinder Morgan Finance Co. LLC, 6.00%, 1/15/18 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,285</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,412,860</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kinder Morgan, Inc., 5.63%, 11/15/23 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">662</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">651,280</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kodiak Oil &amp; Gas Corp., 8.13%, 12/01/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,470</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,628,025</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Lightstream Resources Ltd., 8.63%, 2/01/20 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">379</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">377,105</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Linn Energy LLC/Linn Energy Finance Corp.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.63%, 4/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">903</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">966,210</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.75%, 2/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">215</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">223,063</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Memorial Production Partners LP/Memorial Production Finance Corp., 7.63%, 5/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">344</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">353,460</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Oasis Petroleum, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.25%, 2/01/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">380</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">409,450</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 11/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">410</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">442,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.88%, 3/15/22 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">479</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">514,925</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Offshore Group Investment Ltd., 7.13%, 4/01/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">656</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">675,680</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">PBF Holding Co. LLC/PBF Finance Corp., 8.25%, 2/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">202</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">212,100</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Penn Virginia Resource Partners LP/Penn Virginia Resource Finance Corp. II, 8.38%, 6/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">351</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">387,855</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Petrobras Global Finance BV, 3.00%, 1/15/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">768</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">729,436</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Range Resources Corp. (d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.75%, 8/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">815</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">884,275</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.75%, 6/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">161</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">171,666</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">RKI Exploration &amp; Production LLC/RKI Finance Corp., 8.50%, 8/01/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">143</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">149,435</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rosetta Resources, Inc., 5.63%, 5/01/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">379</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">380,421</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sabine Pass Liquefaction LLC, 5.63%, 4/15/23 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">754</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">714,415</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sabine Pass LNG LP, 7.50%, 11/30/16 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,110</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,514,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 9; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
        <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SandRidge Energy, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.75%, 1/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">94</font></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">$</font></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">101,520</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.50%, 2/15/23 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,096</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,117,920</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SESI LLC, 6.38%, 5/01/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">475</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">505,875</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SM Energy Co.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.63%, 2/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">60</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">63,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 11/15/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">605</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">647,350</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Summit Midstream Holdings LLC/Summit Midstream Finance Corp., 7.50%, 7/01/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">636</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">664,620</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tesoro Logistics LP/Tesoro Logistics Finance Corp., 5.88%, 10/01/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">176</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">180,840</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Whiting Petroleum Corp., 5.00%, 3/15/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,426</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,458,085</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">24,840,763</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Paper &amp; Forest Products&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ainsworth Lumber Co., Ltd., 7.50%, 12/15/17 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">728</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">784,420</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NewPage Corp., 11.38%, 12/31/14 (a)(k)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,177</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sappi Papier Holding GmbH, 8.38%, 6/15/19 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">305</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">332,450</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,116,870</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Pharmaceuticals&nbsp;&mdash; 0.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Capsugel SA, 7.00%, 5/15/19 (b)(e)</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">156</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">158,730</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Valeant Pharmaceuticals International (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.75%, 8/15/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,214</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,438,167</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.88%, 12/01/18 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,210</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,297,725</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.38%, 10/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">613</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">645,949</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.50%, 7/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">335</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">368,500</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.63%, 12/01/21 (j)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">520</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">522,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">5,431,671</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Professional Services&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">La Financiere Atalian SA, 7.25%, 1/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">202</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">283,887</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Truven Health Analytics, Inc., 10.63%, 6/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">540</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">610,875</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">894,762</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Real Estate Investment Trusts (REITs)&nbsp;&mdash; 0.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cantor Commercial Real Estate Co. LP/CCRE Finance Corp., 7.75%, 2/15/18 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">634</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">670,455</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Felcor Lodging LP, 6.75%, 6/01/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">820</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">877,400</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Real Estate Investment Trusts (REITs) (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Geo Group, Inc., 5.88%, 1/15/22 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">340</font></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">$</font></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">340,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">iStar Financial, Inc., 4.88%, 7/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">449</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">446,755</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ventas Realty LP / Ventas Capital Corp., 4.75%, 6/01/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,300</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,378,367</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,712,977</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Real Estate Management &amp; Development&nbsp;&mdash; 1.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Realogy Corp. (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.88%, 2/15/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,833</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,002,552</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.63%, 1/15/20 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,015</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,134,263</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9.00%, 1/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">367</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">425,720</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Realogy Group LLC/Sunshine Group Florida Ltd., 3.38%, 5/01/16 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">756</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">757,890</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rialto Holdings LLC/Rialto Corp., 7.00%, 12/01/18 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">220</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">220,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">RPG Byty Sro, 6.75%, 5/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">220</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">302,673</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Shea Homes LP/Shea Homes Funding Corp., 8.63%, &nbsp;5/15/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">2,110</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,331,550</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">7,174,648</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Road &amp; Rail&nbsp;&mdash; 0.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Asciano Finance, Ltd., 3.13%, 9/23/15 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,400</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,488,148</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Hertz Corp.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.50%, 10/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">540</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">583,875</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.75%, 4/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">405</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">436,388</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.88%, 10/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">435</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">451,312</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.38%, 1/15/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">675</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">740,812</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Watco Cos. LLC/Watco Finance Corp., 6.38%, 4/01/23 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">319</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">318,203</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">6,018,738</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Semiconductors &amp; Semiconductor Equipment&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GCS Holdco Finance I SA, 6.50%, 11/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">138,937</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NXP BV/NXP Funding LLC (b)(d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3.75%, 6/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">950</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">957,125</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.75%, 2/15/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">560</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">583,100</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,679,162</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Software&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Activision Blizzard, Inc. (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.63%, 9/15/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">467</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">485,096</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.13%, 9/15/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">163</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">170,743</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Healthcare Technology Intermediate, Inc., 7.38%, 9/01/18 (b)(e)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">298</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">306,195</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Infor US, Inc., 9.38%, 4/01/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,255,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 10; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
        <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Software (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Nuance Communications, Inc., 5.38%, 8/15/20 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,715</font></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">$</font></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">1,616,387</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,833,421</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Specialty Retail&nbsp;&mdash; 1.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Claire's Stores, Inc. (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9.00%, 3/15/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,034</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,156,788</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.75%, 6/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">219</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">219,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Magnolia BC SA, 9.00%, 8/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">274</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">389,065</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Michaels FinCo Holdings LLC/Michaels FinCo, Inc., 7.50%, 8/01/18 (b)(d)(e)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">620</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">641,700</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Michaels Stores, Inc., 7.75%, 11/01/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">317</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">343,153</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">New Academy Finance Co. LLC/New Academy Finance Corp., 8.00%, 6/15/18 (b)(e)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">218</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">223,180</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">New Look Bondco I PLC, 8.75%, 5/14/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">172,016</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Party City Holdings, Inc., 8.88%, 8/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">599</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">664,890</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">PC Nextco Holdings LLC/PC Nextco Finance, Inc., 8.75%, &nbsp;8/15/19 (b)(e)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">252</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">260,190</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">QVC, Inc. (b)(d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.50%, 10/01/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">410</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">440,939</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.38%, 10/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,260</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,363,393</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sally Holdings LLC / Sally Capital, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.88%, 11/15/19 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">920</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,017,750</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.50%, 11/01/23 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">508</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">505,460</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">7,397,524</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Textiles, Apparel &amp; Luxury Goods&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Levi Strauss &amp; Co., 6.88%, 5/01/22 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">380</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">415,150</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SIWF Merger Sub, Inc., 6.25%, 6/01/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">645</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">648,225</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The William Carter Co., 5.25%, 8/15/21 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">346</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">352,055</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,415,430</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Transportation Infrastructure&nbsp;&mdash; 1.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Aguila 3 SA (b):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.88%, 1/31/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">498</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">528,502</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 144, 7.88%, 1/31/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">350</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">371,438</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Federal Express Corp. 2012 Pass Through Trust, 2.63%,&nbsp;1/15/18 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,212</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,225,253</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Penske Truck Leasing Co. LP / PTL Finance Corp. (b)(d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3.13%, 5/11/15 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,372</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,469,087</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Transportation Infrastructure (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Penske Truck Leasing Co. LP / PTL Finance Corp. (b)(d) (concluded):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3.38%, 3/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">6,155</font></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">$</font></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">6,350,095</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">11,944,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Wireless Telecommunication Services&nbsp;&mdash; 2.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Crown Castle Towers LLC, 4.52%, 1/15/35 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,104,556</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Digicel Ltd., 6.00%, 4/15/21 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,073</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,000,445</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sprint Communications, Inc. (b)(d):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9.00%, 11/15/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,020</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,444,200</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.00%, 3/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,361</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,514,113</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sprint Corp., 7.88%,&nbsp;9/15/23 (b)(d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,590</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,836,050</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">T-Mobile USA, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.63%, 4/28/21 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,380</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,445,550</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.13%, 1/15/22 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">215</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">219,031</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.73%, 4/28/22 (d)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,455</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,516,837</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.50%, 1/15/24 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">395</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">399,938</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Wind Acquisition Finance SA, 6.50%, 4/30/20 (b)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">311</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">328,105</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">15,808,825</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Corporate Bonds</b> &mdash; <b>64.0%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">424,968,442</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="padding-bottom: 2pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Aerospace &amp; Defense&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DigitalGlobe, Inc., Term Loan B, 3.75%, 1/31/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,294</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,304,818</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Transdigm, Inc., Term Loan C, 3.75%, 2/28/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">655</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">657,834</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">TransUnion LLC, Term Loan, 4.25%, 2/10/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,577</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,591,797</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,554,449</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Airlines&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Delta Air Lines, Inc., Term Loan B1, 4.00%, 10/18/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">681</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">683,451</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Northwest Airlines, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 2.24%, 3/10/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">527</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">485,747</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 1.62%, 9/10/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">690</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">608,925</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Airways Group, Inc., Term&nbsp;Loan B1, 4.25%, 5/23/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">840</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">842,520</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,620,643</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Auto Components&nbsp;&mdash; 2.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Affinia Group Intermediate Holdings, Inc., Term Loan B2, 4.75%, 4/27/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">908</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">919,071</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
        <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Auto Components (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Autoparts Holdings Ltd.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 6.50%, 7/28/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">964</font></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">$</font></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">946,399</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 10.50%, 1/29/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,395,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Federal-Mogul Corp.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 2.10% - 2.11%, 12/29/14 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,463</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,418,164</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 2.10% &ndash; 2.11%, 12/28/15 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,177</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,136,176</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Goodyear Tire &amp; Rubber Co., 2nd Lien Term Loan, 4.75%, 4/30/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,985</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,011,119</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Schaeffler AG, Term Loan C, 4.25%, 1/27/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">140</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">140,759</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Transtar Holding Co., 1st Lien Term Loan, 5.50%, 10/09/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,272</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,256,248</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">14,222,936</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Beverages&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Le-Nature's, Inc., Tranche B Term Loan, 0.00%, 3/01/11 (a)(k)</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">100</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Biotechnology&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Grifols, Inc., Term Loan B, 4.25%, 6/01/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">529</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">531,749</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Building Products&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Continental Building Products LLC, 1st Lien Term Loan, 4.50%, 8/14/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">915</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">910,425</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CPG International, Inc., Term Loan, 4.75%, 9/30/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,380</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,381,725</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Quikrete Holdings, Inc., 1st Lien Term Loan, 4.00%, 9/28/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">550</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">552,161</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">United Subcontractors, Inc., Term Loan, 4.25%, 6/30/15 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">172</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">162,963</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Wilsonart International Holdings LLC:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B2, 4.00%, 10/31/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">770</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">760,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 4.00%, 10/31/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">814</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">806,054</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,573,703</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Capital Markets&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">American Capital Holdings, Inc., Term Loan, 4.00%, 8/22/16 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">557</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">558,821</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HarbourVest Partners LLC, Term Loan B, 4.75%, 11/21/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">793</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">795,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">KCG Holdings, Inc., Term Loan B, 5.75%, 12/05/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">492</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">493,385</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Capital Markets (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Santander Asset Management, Term Loan, 1.00%, 11/11/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,125</font></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">$</font></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">1,125,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,972,456</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Chemicals&nbsp;&mdash; 1.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Allnex USA, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 4.50%, 10/03/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">322</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">323,012</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 4.50%, 10/03/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">167</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">167,596</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: 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; padding-left: 0.1in; text-align: right; 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">525</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">528,691</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CeramTec Acquisition Corp., Term Loan B2, 4.25%, 8/28/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">46</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">45,764</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Chemtura Corp., Term Loan B, 3.50%, 8/27/16 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">378</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">380,043</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Chromaflo Technologies Corp.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 11/30/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">660</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">660,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 5/30/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">560</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">562,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Evergreen Acquisition 1 LP, Term Loan, 5.00%, 7/09/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">775</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">776,416</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: 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; padding-left: 0.1in; text-align: right; 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">507</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">507,619</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MacDermid, Inc., 1st Lien Term Loan, 3.16%, 6/08/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">668</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">671,667</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Nexeo Solutions LLC, Term Loan B, 5.00%, 9/08/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,268</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,258,792</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">OXEA Finance LLC:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 7/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">705</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">716,238</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 4.25%, 1/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">680</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">683,570</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Royal Adhesives and Sealants LLC, 1st Lien Term Loan, 5.50%, 7/31/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">790</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">796,093</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tata Chemicals North America, Inc., Term Loan B, 3.75%, 8/07/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">663</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">661,679</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tronox Pigments (Netherlands) BV, 2013 Term Loan, 4.50%, 3/19/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">940</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">950,543</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Coatings Acquisition, Inc., Term Loan, 4.75%, 2/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,099</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,114,314</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">11,804,837</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Banks&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Redtop Acquisitions Ltd.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 3.27%, 11/30/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">420</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">421,575</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 12; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 3%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
        <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 16%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Banks (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Redtop Acquisitions Ltd.&nbsp;(concluded):</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 5/31/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">355</font></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">$</font></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">356,775</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">778,350</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Services &amp; Supplies&nbsp;&mdash; 1.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: 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; padding-left: 0.1in; text-align: right; 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">1,478</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,484,195</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: 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; padding-left: 0.1in; text-align: right; 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">1,259</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,262,221</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: 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; padding-left: 0.1in; text-align: right; 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">600</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">601,493</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Catalent Pharma Solutions, Inc., Term Loan, 6.50%, 12/29/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">370</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">374,163</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: 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; padding-left: 0.1in; text-align: right; 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">967</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">970,046</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: 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; padding-left: 0.1in; text-align: right; 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">204</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">204,535</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Livingston International, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.00%, 4/16/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">778</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">777,077</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 9.00%, 4/20/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">352</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">354,169</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Protection One, Inc., Term Loan, 4.25%, 3/21/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">573</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">572,218</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Spin Holdco, Inc., Term Loan B, 4.25%, 11/14/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,790</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,791,128</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">West Corp., Term Loan B8, 3.75%, 6/29/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">982</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">985,466</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">9,376,711</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Communications Equipment&nbsp;&mdash; 1.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Alcatel-Lucent USA, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 5.75%, 1/30/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,623</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,652,077</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 6.25%, 1/30/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,226</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,665,533</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Avaya, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B3, 4.74%, 10/26/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">767</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">734,362</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B5, 8.00%, 3/30/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">171</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">169,868</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CommScope, Inc., Term Loan, 3.75%, 1/12/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,219</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,219,359</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Telesat Canada, Term Loan A, 4.38%, 3/24/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,766</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,664,294</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Zayo Group LLC, Term Loan B, 4.00%, 7/02/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">2,301</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,299,546</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">11,405,039</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Construction &amp; Engineering&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Centaur LLC:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.25%, 2/20/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">1,438</font></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">$</font></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">1,452,153</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.75%, 2/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">710</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">724,200</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USIC Holdings, Inc., 1st Lien Term Loan, 4.75%, 7/10/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">474</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">475,589</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,651,942</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Construction Materials&nbsp;&mdash; 0.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Filtration Group Corp.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 11/30/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">505</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">508,575</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 11/30/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">605</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">614,831</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HD Supply, Inc., Senior Debt B, 4.50%, 10/12/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,883</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,892,802</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">McJunkin Red Man Corp., Term Loan, 5.00%, 11/12/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">380</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">382,732</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,398,940</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Consumer Finance&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Springleaf Financial Funding Co., Term Loan B2, 4.75%, 9/25/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,220</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,232,200</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Containers &amp; Packaging&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pact Group (USA), Inc., Term &nbsp;Loan B, 3.75%, 5/29/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,247</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,235,192</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Polarpak, Inc., 1st Lien Canadian Borrower, 4.50%, 6/05/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">167</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">168,294</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sealed Air Corp., 2013 Term Loan, 4.00%, 10/03/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">452</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">452,228</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WNA Holdings, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien US Borrower, 4.50% - 5.50%, 6/05/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">91</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">91,419</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.50%, 12/07/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">475</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">478,562</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,425,695</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Distributors&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ABC Supply Co., Inc., Term Loan, 3.50%, 4/16/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,105</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,102,369</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Crossmark Holdings, Inc., 1st Lien Term Loan, 4.50%, 12/20/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">382</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">380,202</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">VWR Funding, Inc., Extended Add on Term Loan, 4.16%, 4/03/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">457</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">457,691</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,940,262</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Consumer Services&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: 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; padding-left: 0.1in; text-align: right; 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">779</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">782,525</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 13; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
        <TD STYLE="vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD></TR>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Consumer Services (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Doncasters Finance US LLC, Term Loan, 5.50%, 4/09/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">552</font></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">$</font></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">556,715</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Garda World Security Corp., Term Loan B, 4.00%, 11/06/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: 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-family: Arial, Helvetica, Sans-Serif">299</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">300,359</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ROC Finance LLC, Term Loan, 5.00%, 5/15/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">630</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">602,834</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ServiceMaster Co., Term Loan, 4.25%, 1/31/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,041</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,024,323</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: 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; padding-left: 0.1in; text-align: right; 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">1,669</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,431,167</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,697,923</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services&nbsp;&mdash; 0.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ION Trading Technologies Sarl:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 5/22/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">559</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">561,046</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 5/21/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">310</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">312,843</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kasima LLC, Term Loan B, 3.25%, 5/17/21 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">740</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">737,691</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Reynolds Group Holdings, Inc., Dollar Term Loan, 4.00%, 12/31/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,517</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,526,545</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">RPI Finance Trust, Term Loan B3, 3.50%, 11/09/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">454</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">455,667</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WMG Acquisition Corp., Term Loan, 3.75%, 7/01/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,740</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,737,825</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">5,331,617</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="9" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Telecommunication Services&nbsp;&mdash; 1.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Consolidated Communications, Inc., Term Loan B3, 5.25%, 12/31/18 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,238</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,249,949</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hawaiian Telcom Communications, Inc., Term Loan B, 5.00%, 6/06/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,737</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,740,358</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Integra Telecom, Inc.:</font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.25%, 2/22/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,169</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,180,454</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 9.75%, 2/21/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">590</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">604,502</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 3 Financing, Inc., 2020 Term Loan B, 4.00%, 1/15/20 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,865</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,895,406</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Syniverse Holdings, Inc., Term Loan B, 4.00%, 4/23/19 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">509</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">512,180</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Telepacific Corp., Term Loan B, 5.75%, 2/23/17 </font></td>
    <td colspan="4" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">995</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">993,383</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <TD colspan="6" STYLE="font-size: 2pt">&nbsp;</td> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD STYLE="font-size: 2pt">&nbsp;</TD> <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-size: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="7" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">12,176,232</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="10" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 16%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Electric Utilities&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sandy Creek Energy Associates, L.P., Term Loan B, 5.00%, 11/06/20 </font></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">USD</font></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">485</font></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">$</font></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">486,324</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Electrical Equipment&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Texas Competitive Electric Holdings Co. LLC, Extended Term Loan, 4.67% - 4.74%, 10/10/17 </font></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">&nbsp;</font></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">3,490</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,413,789</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Electronic Equipment, Instruments &amp; Components&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CDW LLC, Term Loan, 3.50%, 4/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">846</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">841,522</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Energy Equipment &amp; Services&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Dynegy Holdings, Inc., Term &nbsp;Loan B2, 4.00%, 4/23/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,107</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,108,377</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MEG Energy Corp., Refinancing Term Loan, 3.75%, 3/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">648</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">652,422</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Unifrax Corp., Term Loan, 4.25%, 11/28/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">551</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">551,636</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,312,435</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Food &amp; Staples Retailing&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rite Aid Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; width: 3%; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 5.75%, 8/21/20 </font></td>
    <TD STYLE="vertical-align: bottom; width: 6%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 10%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">240</font></td>
    <TD STYLE="vertical-align: bottom; width: 4%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 16%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">245,700</font></td>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan 6, 4.00%, 2/21/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">259</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">260,500</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Supervalu, Inc., Refinancing Term Loan B, 5.00%, 3/21/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">914</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">917,455</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Foods, Inc., Refinancing Term Loan, 4.50%, 3/29/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">299</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">299,998</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,723,653</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Food Products&nbsp;&mdash; 1.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">AdvancePierre Foods, Inc., Term Loan, 5.75%, 7/10/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">779</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">774,048</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CTI Foods Holding Co. LLC, 1st Lien Term Loan, 4.50%, 6/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">655</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">655,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Del Monte Foods Co.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 1.00%, 11/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">645</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">648,225</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 4.00%, 3/08/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">327</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">327,760</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Dole Food Co., Inc., Term Loan B, 4.50%, 11/01/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,065</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,069,729</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Performance Food Group Co., 2nd Lien Term Loan, 6.25%, 11/14/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,047</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,043,447</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pinnacle Foods Finance LLC, Term Loan G, 3.25%, 4/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,194</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,192,209</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="width: 3%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right; width: 6%"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 10%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 4%; font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
        <TD STYLE="width: 16%; vertical-align: bottom; font-weight: bold"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    <TD STYLE="width: 1%; vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-size: 1">&nbsp;</FONT></TD>
    </TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Food Products&nbsp;(concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Reddy Ice Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 6.75%, 5/01/19 </font></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">USD</font></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">1,483</font></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">$</font></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">1,481,631</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 10.75%, 11/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,380</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,355,850</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">8,547,899</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Gas Utilities&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EFS Cogen Holdings I, Inc., Term Loan B, 1.00%, 12/01/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">585</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">585,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Equipment &amp; Supplies&nbsp;&mdash; 1.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Arysta LifeScience Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 5/29/20 </font></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">&nbsp;</font></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">1,481</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,487,775</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 11/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">530</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">538,612</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Biomet, Inc., Term Loan B2,&nbsp;3.67% - 3.75%, 7/25/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,242</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,251,003</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Capital Safety North America Holding, Inc., Term Loan, 4.50%, 1/21/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">985</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">982,594</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Capsugel Holdings US, Inc., Term Loan B, 3.50%, 8/01/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">583</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">581,988</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DJO Finance LLC, Term Loan B3, 4.75%, 9/15/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,709</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,726,121</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Hologic, Inc., Term Loan B, 3.75%, 8/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,321</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,326,028</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Immucor, Inc., Refinancing Term Loan B2, 5.00%, 8/17/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">638</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">639,818</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kinetic Concepts, Inc., Term Loan D1, 4.50%, 5/04/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">275</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">277,681</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">LHP Hospital Group, Inc., Term Loan, 9.00%, 7/03/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">849</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">794,049</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Onex Carestream Finance LP:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.00%, 6/07/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">844</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">853,212</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 9.50%, 6/07/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">740</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">744,625</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">11,203,506</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Providers &amp; Services&nbsp;&mdash; 1.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">American Renal Holdings, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 9/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">851</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">848,598</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.50%, 2/14/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">890</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">876,650</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ardent Medical Services, Inc., Term Loan, 6.75%, 7/02/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">476</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">475,209</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CHG Buyer Corp., Term Loan, 4.25%, 11/19/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">707</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">710,274</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ConvaTec, Inc., Term Loan, 4.00%, 12/22/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,220</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,225,806</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Providers &amp; Services (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DaVita, Inc., Term Loan B, 4.50%, 10/20/16 </font></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">USD</font></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">1,945</font></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">$</font></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">1,954,239</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Envision Acquisition Co. LLC, 1st Lien Term Loan, 5.75%, 11/04/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">905</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">907,263</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Envision Healthcare Corp., Term Loan, 4.00%, 5/25/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">277</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">277,225</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fresenius SE &amp; Co. KGaA, Incremental Term Loan B, 2.25%, 6/30/19 </font></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">EUR</font></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">610</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">826,796</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Genesis HealthCare Corp., Term Loan B, 10.00% - 10.75%, 9/25/17 </font></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">USD</font></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">1,055</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,065,427</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ikaria Acquisition, Inc., 1st Lien Term Loan, 7.25%, 7/03/18 </font></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">&nbsp;</font></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">499</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">502,428</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">inVentiv Health, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Combined Term Loan, 7.50%, 8/04/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">360</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">355,636</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B3, 7.75%, 5/15/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">232</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">229,815</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Surgical Care Affiliates, Inc., &nbsp;Class C Incremental Term Loan, 4.25%, 6/29/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">599</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">599,996</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Renal Care, Inc., Incremental 1st Lien Term Loan, 5.25%, 7/03/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,152</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,162,483</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">12,017,845</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Technology&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">IMS Health, Inc., Term Loan B1, 3.75%, 9/01/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">640</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">642,179</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MedAssets, Inc., Term Loan B, 4.00%, 12/13/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">265</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">265,041</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">907,220</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 6.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Bally Technologies, Inc., Term &nbsp;Loan B, 4.25%, 8/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">675</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">678,935</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Bronco Midstream Funding LLC, Term Loan B, 5.00%, 8/17/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,330</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,343,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Resort Properties, LLC, Term Loan B, 7.00%, 10/12/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">17,560</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">17,241,813</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Drumm Investors LLC, Term Loan, 5.00%, 5/04/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,057</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,029,067</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Four Seasons Holdings, Inc., 2nd Lien Term Loan, 6.25%, 12/28/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">585</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">598,894</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hilton Worldwide Finance LLC, Term Loan B2, 4.00%, 10/26/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">6,507</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">6,524,780</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Intrawest ULC, Term Loan, 5.50%, 11/26/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">615</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">615,769</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Marina District Finance Co., Inc., Term Loan B, 6.75%, 8/15/18 </font></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">USD</font></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">1,375</font></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">$</font></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">1,376,719</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MGM Resorts International, Term Loan B, 3.50%, 12/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,078</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,076,535</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">OSI Restaurant Partners LLC, Term Loan, 3.50%, 10/25/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">605</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">605,127</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pinnacle Entertainment, Inc., Term Loan B2, 3.75%, 8/13/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">923</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">925,861</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Playa Resorts Holding BV, Term Loan B, 4.75%, 8/06/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">725</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">730,894</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sabre, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 3%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan, 4.50%, 2/19/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 6%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">400</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 4%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 16%"><font style="font-family: Arial, Helvetica, Sans-Serif">399,252</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.25%, 2/19/19 </font></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">&nbsp;</font></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">566</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">568,910</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Station Casinos, Inc., Term Loan B, 5.00%, 3/02/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,269</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,301,947</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Travelport LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan 1, 9.50%, 1/29/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,178</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,218,720</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan 2, 4.00%, 12/01/16 (e) </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,033</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,051,026</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Refinancing Term Loan, 6.25%, 6/26/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,581</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,614,065</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Twin River Management Group, Inc., Term Loan B, 5.25%, 11/09/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,423</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,437,520</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Wendy's International, Inc., Term Loan B, 3.25%, 5/15/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">668</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">667,722</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">43,006,856</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Household Products&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Prestige Brands, Inc., Term Loan, 3.75% - 5.00%, 1/31/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">640</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">641,432</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Spectrum Brands, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 4.50%, 12/17/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">887</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">890,455</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan A, 3.00%, 9/07/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">720</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">720,598</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 3.50%, 9/04/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">180</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">180,446</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,432,931</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Independent Power Producers &amp; Energy Traders&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">AES Corp., Refinancing Term&nbsp;Loan B, 3.75%, 6/01/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">381</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">383,228</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Calpine Corp., Term Loan B1, 4.00%, 4/02/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,056</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,062,351</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">La Frontera Generation LLC, Term Loan, 4.50%, 9/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,831</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,848,654</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Star West Generation LLC, Term Loan B, 4.25%, 3/13/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,025</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,031,255</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,325,488</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Industrial Conglomerates&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sequa Corp., Term Loan B, 5.25%, 12/19/17 </font></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">USD</font></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">1,839</font></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">$</font></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">1,814,283</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Insurance&nbsp;&mdash; 1.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Alliant Holdings I, Inc., Term&nbsp;Loan B, 4.75%, 12/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,067</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,068,943</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Asurion LLC, Term Loan B1, 4.50%, 5/24/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,533</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,532,355</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CNO Financial Group, Inc., Term Loan B2, 3.75%, 9/20/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,312</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,313,350</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cooper Gay Swett &amp; Crawford Ltd.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; width: 3%; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.00%, 4/16/20 </font></td>
    <TD STYLE="vertical-align: bottom; width: 6%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 10%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,057</font></td>
    <TD STYLE="vertical-align: bottom; width: 4%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 16%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,043,139</font></td>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 10/16/20 </font></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">&nbsp;</font></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">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">490,415</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cunningham Lindsey US, Inc., 1st Lien Term Loan, 5.00%, 12/10/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">923</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">920,718</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hub International Ltd., Term&nbsp;Loan B, 4.75%, 10/02/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">780</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">787,511</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">National Financial Partners Corp., Term Loan, 5.25%, 7/01/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">304</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">307,660</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">7,464,091</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Internet Software &amp; Services&nbsp;&mdash; 0.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Interactive Data Corp., Term&nbsp;Loan B, 3.75%, 2/11/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,121</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,118,650</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">W3 Co.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.75%, 3/13/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,035</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,037,387</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 9.25%, 9/11/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">404</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">408,027</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Web.com Group, Inc., Term Loan B, 4.50%, 10/27/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">545</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">549,508</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,113,572</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">IT Services&nbsp;&mdash; 1.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CCC Information Services, Inc., Term Loan, 4.00%, 12/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">308</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">307,675</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ceridian Corp., Term Loan B, 4.42%, 5/09/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,115</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,119,094</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">First Data Corp., 2018 Term Loan:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.17%, 9/24/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,615</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,618,521</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended B, 4.17%, 3/23/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,169</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,173,541</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">InfoGroup, Inc., Term Loan, 8.00%, 5/25/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">754</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">610,602</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Moneygram International, Inc., Term Loan B, 4.25%, 3/27/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">142</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">142,623</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SunGard Data Systems, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 4.50%, 1/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">387</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">389,130</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan E, 4.00%, 3/09/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">433</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">436,071</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">6,797,257</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 16; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Life Sciences Tools &amp; Services&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Patheon, Inc., Term Loan, 7.25%, 12/06/18 </font></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">USD</font></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">465</font></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">$</font></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">469,665</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Machinery&nbsp;&mdash; 2.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Allegion PLC, Term Loan B, 3.00%, 9/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">795</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">795,246</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Alliance Laundry Systems LLC, Refinancing Term Loan, 4.25%, 12/10/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">274</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">274,863</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Dayco Products LLC, Term Loan B, 5.25%, 11/26/19 </font></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">&nbsp;</font></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">860</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">853,550</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Faenza Acquisition GmbH:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 3%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 4.25%, 8/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 6%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">463</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 4%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 16%"><font style="font-family: Arial, Helvetica, Sans-Serif">464,768</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B3, 4.25%, 8/28/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">141</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">141,366</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gardner Denver, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.25%, 7/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,348</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,340,997</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.75%, 7/30/20 </font></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">EUR</font></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">223</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">304,850</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Generac Power Systems, Inc., Term Loan B, 3.50%, 5/31/20 </font></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">USD</font></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">1,421</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,421,438</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Intelligrated, Inc., 1st Lien Term Loan, 4.50%, 7/30/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,089</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,091,723</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Mirror Bidco Corp., Term Loan, 5.25%, 12/27/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,434</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,440,731</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Navistar International Corp., Term Loan B, 5.75%, 8/17/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">525</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">532,997</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pacific Industrial Services US Finance Co., LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.00%, 10/02/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">895</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">904,514</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.75%, 4/02/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">730</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">744,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rexnord LLC, 1st Lien Term Loan B, 4.00%, 8/21/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,326</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,325,607</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Silver II US Holdings LLC, Term Loan, 4.00%, 12/13/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">592</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">591,443</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Terex Corp., Term Loan, 4.00%, 4/28/17 </font></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">EUR</font></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">176</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">240,068</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Wabash National Corp., Term&nbsp;Loan B, 4.50%, 5/02/19 </font></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">USD</font></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">1,086</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,090,524</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">13,559,285</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Marine&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HGIM Corp., Term Loan B, 5.50%, 6/18/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,650</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,656,187</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Media&nbsp;&mdash; 5.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Activision Blizzard, Inc., Term&nbsp;Loan B, 3.25%, 10/12/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,380</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,383,022</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Advanstar Communications, Inc., 2nd Lien Term Loan, 9.50%, 6/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">465</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">465,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Media (continued)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Catalina Marketing Corp., Term Loan B, 5.25%, 10/12/20 </font></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">USD</font></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">1,020</font></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">$</font></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">1,028,670</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cengage Learning Acquisitions, Inc., Tranche 1 Incremental, 7.50%, 7/03/14 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,005</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,506,762</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Charter Communications Operating LLC, Term Loan E, 3.00%, 7/01/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,182</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,164,969</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Clear Channel Communications, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 3.81%, 1/29/16 </font></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">&nbsp;</font></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">316</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">304,483</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 3.81%, 1/29/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">210</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">200,226</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 6.91%, 1/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,063</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,829,052</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cumulus Media Holdings, Inc., 1st Lien Term Loan, 4.50%, 9/17/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,362</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,368,899</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EMI Music Publishing Ltd., Term Loan B, 4.25%, 6/29/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">762</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">764,981</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EW Scripps Co., Term Loan B, 3.25%, 11/14/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">635</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">636,587</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fender Musical Instruments Corp., 2019 Term Loan B, 5.75%, 4/03/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">264</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">266,970</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Foxco Acquisition Sub LLC, Term Loan B, 5.50%, 7/14/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,115</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,116,826</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">209</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">193,325</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hemisphere Media Group, Inc., Term Loan, 6.25%, 7/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">893</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">895,557</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Houghton Mifflin Harcourt Publishing Co., DIP Term Loan B, 4.25%, 6/01/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,147</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,151,766</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hubbard Radio LLC, Term Loan B, 4.50%, 4/29/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">715</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">720,861</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Intelsat Jackson Holdings SA, Term Loan B2, 2.00%, 6/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,514</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,517,089</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Lions Gate Entertainment Corp., 2nd Lien Term Loan, 5.00%, 7/17/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">395</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">395,494</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Live Nation Entertainment, Inc., 2020 Term Loan B1, 3.50%, 8/17/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">565</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">565,283</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Media General, Inc., Delayed Draw Term Loan B, 5.50%, 7/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">750</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">757,035</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NEP/NCP Holdco, Inc., Term Loan:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien, 9.50%, 7/22/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">340</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">348,289</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.75%, 1/22/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,667</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,671,568</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rentpath, Inc., Term Loan B, 6.25%, 5/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">998</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">975,056</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Salem Communications Corp., Term Loan B, 4.50%, 3/13/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,007</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,010,342</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Media (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Springer Science &amp; Business Media Deutschland GmbH, Term Loan B2, 5.00%, 8/14/20 </font></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">USD</font></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">990</font></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">$</font></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">992,683</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tribune Co., 2013 Term Loan, 4.00%, 11/12/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,175</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,169,489</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">TWCC Holding Corp., 2nd Lien Term Loan, 7.00%, 6/26/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">840</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">859,950</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Univision Communications, Inc., Converted Extended Term Loan, 4.50%, 3/02/20 </font></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">&nbsp;</font></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">2,442</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,451,222</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">UPC Financing Partnership, Term Loan AG, 3.88%, 3/31/21 </font></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">EUR</font></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">442</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">603,738</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Virgin Media Investment Holdings Ltd.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; width: 3%; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 3.50%, 6/08/20 </font></td>
    <TD STYLE="vertical-align: bottom; width: 6%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; width: 10%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">410</font></td>
    <TD STYLE="vertical-align: bottom; width: 4%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 16%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">409,967</font></td>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 4.50%, 6/05/20 </font></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">GBP</font></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">2,340</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,864,857</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WideOpenWest Finance LLC, Term Loan B, 4.75%, 4/01/19 </font></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">USD</font></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">736</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">739,703</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">37,329,721</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Metals &amp; Mining&nbsp;&mdash; 1.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ameriforge Group, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.00%, 12/19/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">943</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">950,729</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.75%, 12/18/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">470</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">479,400</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">API Heat Transfer, Inc., Term Loan, 5.25%, 5/03/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">681</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">677,315</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Constellium Holdco BV, Term&nbsp;Loan B, 6.00%, 3/25/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,348</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,380,245</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">FMG Resources August 2006 Property Ltd., Term Loan, 4.25%, 6/28/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,984</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,010,342</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Murray Energy Corp., Term Loan B, 4.75%, 5/24/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">164</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">164,946</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Novelis, Inc., Term Loan, 3.75%, 3/10/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,861</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,876,942</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Walter Energy, Inc., Term Loan B, 6.75%, 4/02/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">193</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">189,267</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Windsor Financing LLC, Term Loan B, 6.25%, 12/05/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,561</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,598,273</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">12,327,459</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Multiline Retail&nbsp;&mdash; 1.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">99 Cents Only Stores, Term Loan, 4.50%, 1/11/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">787</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">789,906</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Apex Tool Group LLC, Term Loan B, 4.50%, 1/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">697</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">697,663</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">BJ's Wholesale Club, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 9/26/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">589</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">590,775</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.50%, 3/26/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">575</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">585,781</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Multiline Retail (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HEMA Holding BV:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended 2nd Lien Term Loan, 5.88%, 1/05/18 </font></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">EUR</font></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">2,600</font></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">$</font></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">3,273,816</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B, 4.50%, 12/06/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">323</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">440,969</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan C, 4.50%, 12/06/17 </font></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">&nbsp;</font></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">295</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">403,839</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hudson's Bay Co.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.75%, 11/04/20 </font></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">USD</font></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">1,025</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,037,464</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 11/04/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">130</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">133,467</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">JC Penney Corp., Inc., 1st Lien Term Loan, 6.00%, 5/22/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">444</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">433,505</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Neiman Marcus Group, Inc., Term Loan B, 5.00%, 10/26/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,655</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,664,930</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">10,052,115</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels&nbsp;&mdash; 2.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Brand Energy &amp; Infrastructure Services, Inc., Term Loan B, 4.75%, 11/20/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,575</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,581,140</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Chesapeake Energy Corp., Unsecured Term Loan, 5.75%, 12/01/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,595</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,646,900</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Drillships Financing Holding, Inc., Term Loan B2, 5.50%, 7/15/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,491</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,508,666</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EP Energy LLC, Term Loan B3, 3.50%, 5/24/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,127</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,126,948</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fieldwood Energy LLC, 1st Lien Term Loan, 3.88%, 9/28/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">470</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">472,862</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GIM Channelview Cogeneration LLC, Term Loan B, 4.25%, 5/08/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">484</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">486,811</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,448</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,448,151</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Offshore Group Investment Ltd.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 6.25%, 10/25/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">893</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">896,174</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.75%, 3/28/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">731</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">737,951</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pacific Drilling SA, Term Loan B, 4.50%, 6/04/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,002</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,010,638</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Panda Temple II Power LLC, Term Loan B, 7.25%, 4/03/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">900</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">922,500</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Philadelphia Energy Solutions LLC, Term Loan B, 6.25%, 4/04/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">944</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">843,217</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">PowerTeam Services LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.25%, 5/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">355</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">350,123</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 11/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">275</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">270,188</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Delayed Draw Term Loan, 4.25%, 5/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">19</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">19,086</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 18; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ruby Western Pipeline Holdings LLC, Term Loan B, 3.50%, 3/27/20 </font></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">USD</font></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">709</font></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">$</font></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">711,100</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Samson Investment Co., 2nd Lien Term Loan, 6.00%, 9/25/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">740</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">741,850</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">State Class Tankers II LLC, Term Loan B, 6.75%, 6/22/20 </font></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">&nbsp;</font></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">1,080</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,088,100</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tesoro Corp., Term Loan B, 2.41%, 5/30/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,368</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,368,125</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Western Refining, Inc., Term &nbsp;Loan B, 4.25%, 11/12/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,020</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,028,293</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">19,258,823</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Paper &amp; Forest Products&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NewPage Corp., Exit Term Loan, 7.75%, 12/21/18 (a)(k)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">821</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">837,282</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Pharmaceuticals&nbsp;&mdash; 1.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Akorn, Inc., Term Loan B, 1.00%, 8/27/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">885</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">887,770</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Amneal Pharmaceuticals LLC, Term Loan, 7.00%, 11/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">610</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">610,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Aptalis Pharma, Inc., Term Loan B, 6.00%, 9/18/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,959</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,977,730</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Par Pharmaceutical Cos., Inc., Refinancing Term Loan B, 4.25%, 9/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,662</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,668,828</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pharmaceutical Product Development LLC, Term Loan B, 4.25%, 12/05/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,403</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,410,298</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Valeant Pharmaceuticals International, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 3%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series C2 Term Loan B, 3.75%, 12/11/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 6%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">553</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 4%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 16%"><font style="font-family: Arial, Helvetica, Sans-Serif">556,656</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan E, 4.50%, 8/05/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">898</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">907,940</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">8,019,222</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Professional Services&nbsp;&mdash; 0.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Emdeon Business Services LLC, Term Loan B2, 3.75%, 11/02/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">612</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">613,672</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ON Assignment, Inc., Refinancing Term Loan B, 3.50%, 4/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">435</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">433,205</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SIRVA Worldwide, Inc., Term Loan, 7.50%, 3/27/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,065</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,083,281</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">TriNet Group, Inc., Term Loan B2, 5.00%, 8/14/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">605</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">605,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Truven Health Analytics, Inc., Term Loan B, 4.50%, 6/06/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,175</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,178,601</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,913,759</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Real Estate Investment Trusts (REITs)&nbsp;&mdash; 0.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">iStar Financial, Inc., Term Loan, 4.50%, 10/16/17 </font></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">USD</font></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">2,887</font></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">$</font></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">2,899,560</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Starwood Property Trust, Inc., Term Loan B, 3.50%, 4/17/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">640</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">637,203</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,536,763</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Real Estate Management &amp; Development&nbsp;&mdash; 0.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CityCenter Holdings LLC, Term Loan B, 5.00%, 10/16/20 </font></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">&nbsp;</font></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">1,035</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,046,323</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Realogy Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; width: 3%; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Letter of Credit, 4.45%, 10/10/16 </font></td>
    <TD STYLE="vertical-align: bottom; width: 6%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 10%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">102</font></td>
    <TD STYLE="vertical-align: bottom; width: 4%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 16%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">102,938</font></td>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan, 4.50%, 3/05/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,117</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,138,007</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,287,268</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Road &amp; Rail&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Road Infrastructure Investment LLC, Term Loan B, 6.25%, 3/30/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">629</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">631,469</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Semiconductors &amp; Semiconductor Equipment&nbsp;&mdash; 0.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Freescale Semiconductor, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B4, 5.00%, 2/28/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,567</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,583,282</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B5, 5.00%, 1/15/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">380</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">383,933</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NXP BV:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 4.75%, 1/11/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">973</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">973,379</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 3.25%, 1/10/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">990</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">990,743</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,931,337</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Software&nbsp;&mdash; 1.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">BMC Software Finance, Inc., Term Loan, 5.00%, 9/10/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">845</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">849,225</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CompuCom Systems, Inc., Refinancing Term Loan B, 4.25%, 5/11/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">224</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">223,220</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Evertec Group LLC, Term Loan B, 3.50%, 4/17/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">464</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">451,662</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GCA Services Group, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 9.25%, 10/22/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">700</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">707,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.25% - 6.25%, 11/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">539</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">539,550</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Infor US, Inc., Term Loan B2, 5.25%, 4/05/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,138</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,143,174</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kronos, Inc., 2nd Lien Term Loan, 9.75%, 4/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,840</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,895,200</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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

<!-- Field: Page; Sequence: 19; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Software (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Mitchell International, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; width: 3%; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 10/12/20 </font></td>
    <TD STYLE="vertical-align: bottom; width: 6%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; width: 10%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">635</font></td>
    <TD STYLE="vertical-align: bottom; width: 4%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; width: 16%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">638,969</font></td>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.50%, 10/08/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,200</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,215,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">RP Crown Parent LLC, 1st Lien Term Loan, 6.75%, 12/21/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">913</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">921,281</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sophia LP, Term Loan B, 4.50%, 7/19/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">856</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">862,239</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SS&amp;C Technologies, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 3.25%, 6/07/19 </font></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">&nbsp;</font></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">1,015</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,017,445</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 3.25%, 6/07/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">105</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">105,253</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">StoneRiver Holdings, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 11/29/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">340</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">338,246</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.50%, 5/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">267</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">268,225</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Websence, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 12/24/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">835</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">833,956</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 4.50%, 6/25/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">419</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">418,426</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">12,428,071</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Specialty Retail&nbsp;&mdash; 1.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Academy Ltd., Term Loan, 4.50%, 8/03/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,769</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,776,735</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Bass Pro Group LLC, Term Loan, 4.00%, 11/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,159</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,162,821</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Burlington Coat Factory Warehouse Corp., Term Loan B2, 4.25%, 2/23/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">199</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">199,929</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">David's Bridal, Inc., Term Loan B, 5.00%, 10/11/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">948</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">948,435</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Equinox Holdings, Inc., Repriced Term Loan B, 4.50% - 5.50%, 1/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,134</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,139,972</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Harbor Freight Tools USA, Inc., 1st Lien Term Loan, 4.75%, 7/26/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">525</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">530,114</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Michaels Stores, Inc., Term Loan, 3.75%, 1/28/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">542</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">543,530</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Party City Holdings, Inc., Refinancing Term Loan B, 4.25%, 7/29/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,787</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,790,966</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Petco Animal Supplies, Inc., Term Loan, 4.00%, 11/24/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">900</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">903,374</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sprouts Farmers Markets Holdings LLC, Term Loan, 4.00%, 4/23/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">322</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">324,037</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SRAM LLC, Term Loan B, 4.00%, 4/10/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">427</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">425,736</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Specialty Retail&nbsp;(concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Toys 'R' Us-Delaware, Inc., Term Loan B3, 5.25%, 5/25/18 </font></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">USD</font></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">244</font></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">$</font></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">216,247</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">9,961,896</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Textiles, Apparel &amp; Luxury Goods&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,256</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,193,872</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">True Religion Apparel, Inc., 1st Lien Term Loan, 5.88%, 7/30/19 </font></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">&nbsp;</font></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">220</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">210,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,404,247</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Thrifts &amp; Mortgage Finance&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">IG Investments Holdings LLC, 1st Lien Term Loan, 5.50%, 10/31/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">863</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">866,981</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ocwen Financial Corp., Term Loan, 5.00%, 2/15/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">811</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">820,218</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,687,199</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Trading Companies &amp; Distributors&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fly Funding II Sarl, Term Loan B, 4.50%, 8/08/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">140</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">140,788</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WESCO Distribution, Inc., Term Loan B, 4.50%, 12/12/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">192</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">192,514</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">333,302</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Wireless Telecommunication Services&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cricket Communications, Inc., Term Loan, 4.75%, 10/10/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">882</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">884,916</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Light Tower Fiber LLC, 1st Lien Term Loan, 4.50%, 4/13/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,546</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,546,774</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,431,690</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Floating Rate Loan Interests</b> &mdash; <b>53.6%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">355,746,215</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Foreign Agency Obligations&nbsp;&mdash; 0.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Slovenia Government Bond, Series RS65, 4.38%, 4/02/14 </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-family: Arial, Helvetica, Sans-Serif">EUR</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-family: Arial, Helvetica, Sans-Serif">2,550</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">3,492,904</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-size: 4">&nbsp;&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 4">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 4">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 4">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-size: 4">&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 4">&nbsp;</FONT></TD></TR>
<tr>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Non-Agency Mortgage-Backed Securities </font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Collateralized Mortgage Obligations&nbsp;&mdash; 2.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Adjustable Rate Mortgage Trust, Series 2007-1, Class 3A21, 4.11%, 3/25/37 (c)</font></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">USD</font></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">180</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">178,771</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Countrywide Alternative Loan Trust, Series 2005-54CB, Class 3A4, 5.50%, 11/25/35 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">5,728</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,848,400</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 20; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Non-Agency Mortgage-Backed Securities</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Collateralized Mortgage Obligations (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Countrywide Home Loan Mortgage Pass Through Trust:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 3%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2005-17, Class 1A6, 5.50%, 9/25/35 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 6%"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">1,612</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 4%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 16%"><font style="font-family: Arial, Helvetica, Sans-Serif">1,572,954</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2006-17, Class A2, 6.00%, 12/25/36 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,348</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,998,774</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2007-HY5, Class 3A1, 5.38%, 9/25/37 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,248</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,018,930</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 2.72%, 10/25/35 (c)</font></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">&nbsp;</font></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">1,997</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,818,776</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hilton USA Trust, Series 2013-HLT, Class EFX, 5.22%, &nbsp;11/05/30 (b)(j)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,162</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,182,810</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Morgan Stanley Reremic Trust, Series 2010-R4, Class 4A, REMIC, 0.47%, 2/26/37 (b)(c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">946</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">938,928</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">18,558,343</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Mortgage-Backed Securities&nbsp;&mdash; 8.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Banc of America Commercial Mortgage, Inc. (c):</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2007-3, Class A2, 5.80%, 6/10/49 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">171</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">171,031</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2007-4, Class A4, 5.94%, 2/10/51 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,150</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,405,297</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2007-CD4, Class A2B, 5.21%, 12/11/49 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">46</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">46,218</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Mortgage Pass-Through Certificates:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-LC13, Class D, 5.22%, 8/10/46 (b)(c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,530</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,185,366</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-LC6, Class B, 3.74%, 1/10/46 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,110</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,059,350</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-LC6, Class D, 4.43%, 1/10/46 (b)(c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,330</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,150,026</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Credit Suisse Mortgage Capital Certificates:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2006-C5, Class AM, 5.34%, 12/15/39 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,850</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,981,196</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2007-C2, Class A2, 5.45%, 1/15/49 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">66</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">65,887</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2007-C4, Class A3, 5.95%, 9/15/39 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,815</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,840,825</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2007-C5, Class AAB, 5.62%, 9/15/40 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,515</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,625,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">First Union Commercial Mortgage Securities, Inc., Series 1997-C2, Class G, 7.50%, 11/18/29 (b)(c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">694</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">710,710</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Non-Agency Mortgage-Backed Securities</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Mortgage-Backed Securities (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Greenwich Capital Commercial Funding Corp., Series 2006-GG7, Class AM, 6.02%, &nbsp;7/10/38 (c)</font></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">USD</font></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">1,610</font></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">$</font></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">1,766,717</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GS Mortgage Securities Corp. II, Series 2006-GG6, Class AM, 5.62%, 4/10/38 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,680</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,991,519</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GS Mortgage Securities Trust, Series 2013-GC10, Class B, 3.68%, 2/10/46 (b)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,995</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,908,385</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">JP Morgan Chase Commercial Mortgage Securities Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2007-CB18, Class A4, 5.44%, 6/12/47 </font></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">&nbsp;</font></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">2,110</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,332,945</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2007-CB19, Class A4, 5.89%, 2/12/49 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,140</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,400,355</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2012-LC9, Class XA, 2.09%, 12/15/47 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">14,910</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,594,644</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">JPMorgan Chase Commercial Mortgage Securities Corp., Series 2004-LN2, Class A2, 5.12%, 7/15/41 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,166</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,200,302</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">LB-UBS Commercial Mortgage Trust (c):</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2007-C2, Class AM, 5.49%, 2/15/40 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,658,738</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2007-C6, Class A4, 5.86%, 7/15/40 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,745</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">5,219,505</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Merrill Lynch Mortgage Trust, Series 2007-C1, Class A1A, 6.05%, 6/12/50 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,564</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,688,942</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Talisman Finance PLC, Series 6, Class A, 0.40%, 10/22/16 (c)</font></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">EUR</font></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">1,971</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,523,765</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Titan Europe PLC, Series 2007-1X, Class A, 0.77%, 1/20/17 (c)</font></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">GBP</font></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">2,548</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,846,486</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Wachovia Bank Commercial Mortgage Trust, Series 2007-C33, Class A4, 6.12%, &nbsp;2/15/51 (c)</font></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">USD</font></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">2,030</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,248,556</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WF-RBS Commercial Mortgage Trust:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2012-C8, Class B, 4.31%, 8/15/45 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,085</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,098,365</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2012-C8, Class C, 5.04%, 8/15/45 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,395</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,414,457</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-C11, Class D, 4.32%, 3/15/45 (b)(c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,400</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,203,545</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Windermere XI Cmbs PLC, Series XI-X, Class A, 0.77%, &nbsp;4/24/17 (c)</font></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">GBP</font></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">1,786</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,883,085</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">56,222,017</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 21; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Non-Agency Mortgage-Backed Securities</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Par</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Interest Only Commercial Mortgage-Backed Securities&nbsp;&mdash; 0.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Morgan Stanley Capital I Trust, Series 2012-C4, Class XA, 2.86%, 3/15/45 (b)(c)</font></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">USD</font></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">15,292</font></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">$</font></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">1,921,552</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WF-RBS Commercial Mortgage Trust, Series 2012-C9, Class XA, 2.42%, 11/15/45 (b)(c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">16,810</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,112,017</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,033,569</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Non-Agency Mortgage-Backed Securities</b> &mdash; <b>11.9%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">78,813,929</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">US Government Sponsored Agency Securities </font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Collateralized Mortgage Obligations&nbsp;&mdash; 1.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Freddie Mac Mortgage-Backed Securities:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 3%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 3986, Class M, REMIC, 4.50%, 9/15/41 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 6%"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">2,686</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 4%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 16%"><font style="font-family: Arial, Helvetica, Sans-Serif">2,904,691</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series K032, Class A2, 3.31%, 5/25/23 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3,506,821</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">6,411,512</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Interest Only Collateralized Mortgage Obligations&nbsp;&mdash; 1.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fannie Mae Mortgage-Backed Securities, Series 2012-M9, Class X1, 4.25%, 12/25/17 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">20,923</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,843,833</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Freddie Mac Mortgage-Backed Securities, Class X1 (c):</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series K707, 1.69%, 12/25/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">43,086</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">2,897,878</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series K710, 1.91%, 5/25/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">13,360</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,097,354</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">6,839,065</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Mortgage-Backed Securities&nbsp;&mdash; 4.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fannie Mae Mortgage-Backed Securities:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3.50%, 8/01/26 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">8,924</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">9,417,128</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.00%, 7/01/20 - 8/01/23 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">7,372</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">7,901,119</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Freddie Mac Mortgage-Backed Securities, 4.50%, 4/01/25 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">10,539</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">11,451,529</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">28,769,776</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total US Government Sponsored Agency Securities</b> &mdash; <b>6.3%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">42,020,353</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Other Interests (l)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Beneficial</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Interest</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Auto Components&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Lear Corp. Escrow </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">8,750</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Construction Materials&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USI Senior Holdings </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">6</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Other Interests (l)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Beneficial</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Interest</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">J.G. Wentworth LLC Preferred Equity Interests (90-day lock), (Acquired 11/18/13, cost $1,177,928) (a)(m)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">14</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></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">218,241</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">J.G. Wentworth LLC Preferred Equity Interests (135-day lock), (Acquired 11/18/13, cost $1,177,928) (a)(m)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">14</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">218,241</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">J.G. Wentworth LLC Preferred Equity Interests (180-day lock), (Acquired 11/18/13, cost $1,177,928) (a)(m)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">14</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">218,241</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">654,723</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Household Durables&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Berkline Benchcraft Equity LLC </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">3</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Other Interests</b> &mdash; <b>0.1%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">663,473</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Preferred Securities</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Capital Trusts</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Banks&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Wachovia Capital Trust III,&nbsp;5.57% (c)(d)(h)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,625</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,512,225</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Insurance&nbsp;&mdash; 0.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">AXA SA, 6.46% (b)(c)(d)(h)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,625</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,653,437</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Genworth Holdings, Inc., 6.15%, 11/15/66 (c)(d)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,850</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">1,646,500</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="5" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="4" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,299,937</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Capital Trusts</b> &mdash; <b>0.7%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">4,812,162</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Preferred Stocks </font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Shares</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Auto Components&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Dana Holding Corp., 4.00% (b)(f)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">8,098</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">1,379,191</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="7" STYLE="padding-bottom: 2pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Trust Preferreds&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GMAC Capital Trust I, Series 2, 8.13% (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">175,070</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; 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">4,682,086</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="7" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Total Preferred Securities &ndash; 1.6%</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">10,873,439</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font: 7pt Franklin Gothic Book,sans-serif"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Warrants (n)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Shares</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="6" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Software&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; width: 48%; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: 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; width: 6%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 10%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,100</font></td>
    <TD STYLE="vertical-align: bottom; width: 4%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 16%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="6" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Long-Term Investments</b></font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif"><b>(Cost &mdash; $954,217,149) &mdash; 146.1%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">970,740,325</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="6" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Short-Term Securities</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Shares</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="6" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; width: 48%; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.07% (o)(p)</font></td>
    <TD STYLE="vertical-align: bottom; width: 6%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 10%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">11,303,105</font></td>
    <TD STYLE="vertical-align: bottom; width: 4%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; width: 16%; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">11,303,105</font></td>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="6" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Short-Term Securities</b></font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif"><b>(Cost &mdash; $11,303,105) &mdash; 1.7%</b></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">11,303,105</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="6" STYLE="padding-bottom: 2pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2; padding-bottom: 2; background-color: #0070C0; color: #47B0FF"><FONT STYLE="font-size: 4pt">&nbsp;</FONT></td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Options Purchased</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="6" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>(Cost &mdash; $44,978) &mdash; 0.0%</b></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="6" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Investments</b></font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif"><b>(Cost &mdash; $965,565,232*) &mdash; 147.8%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">982,043,430</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Liabilities in Excess of Other Assets</b> &mdash; <b>(47.8)%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">(317,772,407)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Net Assets</b> &mdash; <b>100.0%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">664,271,023</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="6" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td></tr>
</table>


<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <td style="width: 2%; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">*</font></td>
    <td style="width: 98%"><font style="font-family: Arial, Helvetica, Sans-Serif">As of November 30, 2013, gross unrealized appreciation and depreciation based on cost for federal income tax purposes were as follows:</font><br>

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: bottom; width: 72%; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tax cost&#9;</font></td>
    <TD STYLE="vertical-align: bottom; width: 2%; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; width: 24%; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">967,455,892</font></td>
    <td style="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gross unrealized appreciation&#9;</font></td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></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">34,967,808</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gross unrealized depreciation&#9;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">(20,380,270)</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Net unrealized appreciation&#9;</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-family: Arial, Helvetica, Sans-Serif">$</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-family: Arial, Helvetica, Sans-Serif">14,587,538</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</table>
<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #99CCFF; border-top: navy 1pt solid; border-bottom: navy 1pt solid"><b>Notes
        to Schedule of Investments </b></P></td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(a)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Non-income producing security.</font></td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(b)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: 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></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(c)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Variable rate security. Rate shown is as of report date.</font></td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(d)</font></td>
    <td colspan="2" style="vertical-align: bottom"><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></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(e)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Represents a payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates.</font></td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(f)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Convertible security.</font></td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(g)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Represents a zero-coupon bond. The rate shown reflects the current yield as of report date.</font></td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(h)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Security is perpetual in nature and has no stated maturity date.</font></td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(i)</font></td>
    <td colspan="2" style="vertical-align: bottom"><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></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(j)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">When-issued security. Unsettled when-issued transactions were as follows:</font></td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="width: 5%">&nbsp;</td>
    <td style="width: 45%">&nbsp;</td>
    <td style="width: 50%">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Counterparty</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unrealized</FONT><BR> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Appreciation</FONT></td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 5%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 67%"><font style="font-family: Arial, Helvetica, Sans-Serif">Bank of America N.A.</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 2%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in; width: 2%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">1,336,777</font></td>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in; width: 2%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">35,778</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></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: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">241,200</font></td>
    <TD>&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,200</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Goldman Sachs &amp; Co.</font></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: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">522,600</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,600</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">J.P. Morgan Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">$</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-family: Arial, Helvetica, Sans-Serif">4,182,810</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    </tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="vertical-align: top; width: 5%"><font style="font-family: Arial, Helvetica, Sans-Serif">(k)</font></td>
    <TD STYLE="vertical-align: bottom; width: 95%"><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></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(l)</font></td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</font></td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(m)</font></td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Restricted securities as to resale.&nbsp;As of report date the Trust held 0.1% of its net assets, with a current value of $654,723 in these securities.</font></td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 23; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right">&nbsp;</TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="vertical-align: top; width: 5%"><font style="font-family: Arial, Helvetica, Sans-Serif">(n)</font></td>
    <TD STYLE="vertical-align: bottom; width: 95%"><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, if any.</font></td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(o)</font></td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Investments in issuers considered to be an affiliate of the Trust during the period ended November 30, 2013, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="font-weight: bold">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Affiliate</font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; 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, 2013</font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; 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 STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; 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">November 30, 2013</font></td>
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center; vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Income</FONT></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="padding-left: 0.1in; text-indent: -0.1in; width: 5%">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; text-indent: -0.1in; width: 27%"><font style="font-family: Arial, Helvetica, Sans-Serif">BlackRock Liquidity Funds, TempFund, Institutional Class</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: center; text-indent: -0.1in; width: 18%"><font style="font-family: Arial, Helvetica, Sans-Serif">1,184,093</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: center; text-indent: -0.1in; width: 16%"><font style="font-family: Arial, Helvetica, Sans-Serif">10,119,012</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: center; text-indent: -0.1in; width: 21%"><font style="font-family: Arial, Helvetica, Sans-Serif">11,303,105</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; text-indent: -0.1in; width: 2%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; text-align: center; text-indent: -0.1in; width: 11%"><font style="font-family: Arial, Helvetica, Sans-Serif">371</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #99CCFF; border-top: navy 1pt solid; border-bottom: navy 1pt solid"><b>Portfolio
        Abbreviations </b></P></td></tr>
<tr>
    <td colspan="3" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">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: </font></td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">CAD</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Canadian Dollar</font></td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">DIP</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Debtor-In-Possession</font></td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">EUR</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Euro</font></td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">GBP</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">British Pound</font></td></tr>
<tr>
    <td style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">US Dollar</font></td></tr>
<tr>
    <td style="width: 7%">&nbsp;</td>
    <td style="width: 44%">&nbsp;</td>
    <td style="width: 49%">&nbsp;</td></tr>
</table>


<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <TD STYLE="width: 4%; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>&bull;</b></font></td>
    <TD STYLE="width: 96%; font-family: Arial, Helvetica, Sans-Serif"><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of November 30, 2013 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 44%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Counterparty</b></font></td>
    <TD STYLE="width: 8%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Interest</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Rate</b></font></td>
    <TD STYLE="width: 9%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Trade</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></td>
    <TD STYLE="width: 9%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Maturity</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date<sup>1</sup></b></font></td>
    <TD STYLE="width: 4%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="width: 11%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Face Value</b></font></td>
    <TD STYLE="width: 4%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="width: 11%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Face Value</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Including</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Accrued</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Interest</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.50%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,416,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,422,254</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">632,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">635,080</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">976,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">980,757</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,544,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,551,525</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">289,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">290,408</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.57%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">303,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">304,530</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.57%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4,654,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4,677,507</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">587,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">590,017</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,264,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,270,496</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,895,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,905,075</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">825,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">829,386</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.63%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,645,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,635,890</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.65%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/15/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">790,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">794,550</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.57%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/17/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">354,614</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">356,399</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.65%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/17/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">900,900</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">906,073</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.50%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/18/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,123,744</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,118,796</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/30/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">915,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">919,496</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.50%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/30/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,862,820</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,870,711</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.65%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/31/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">547,200</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">550,204</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,115,905</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,124,872</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">335,729</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">337,385</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">592,144</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">595,065</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">918,045</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">922,574</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">292,304</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">293,746</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,000,721</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,005,658</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">633,994</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">637,122</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,673,438</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,681,694</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,877,899</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,887,163</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">507,052</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">509,553</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">662,469</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">665,737</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 24; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <TD STYLE="width: 4%; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <TD STYLE="width: 96%; font-family: Arial, Helvetica, Sans-Serif"><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of November 30, 2013 (continued):</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; width: 44%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Counterparty</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; width: 8%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Interest</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Rate</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 9%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Trade</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 9%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Maturity</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date<sup>1</sup></b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; width: 4%">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 11%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Face Value</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; width: 4%">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 11%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Face Value</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Including</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Accrued</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Interest</b></font></td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.25%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,048,688</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,050,844</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.34%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,334,275</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,343,596</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.45%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">866,250</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">869,455</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,196,563</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,206,496</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.65%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">356,250</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">358,154</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.65%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/7/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">843,275</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">847,782</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/8/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,170,163</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,175,687</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/8/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">483,060</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">485,364</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">291,043</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">292,445</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.65%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/19/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">166,058</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">166,912</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/20/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">484,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">486,100</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/20/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">217,133</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">218,074</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/20/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,512,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,523,453</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">509,588</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">511,782</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">509,760</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">511,956</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">848,076</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">851,730</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/28/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,280,181</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,285,579</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/28/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">107,113</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">107,564</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2/28/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,901,900</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,909,920</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.40%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/7/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,503,125</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,507,601</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/12/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,040,295</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,053,672</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,560,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,563,989</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">395,650</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">397,240</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,222,200</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,227,111</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/14/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">760,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">763,030</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.70%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/14/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,523,693</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,531,426</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/19/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">972,625</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">976,444</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,496,075</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,499,769</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.40%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,022,500</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,030,862</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,464,750</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,470,322</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,452,700</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,458,226</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,634,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,640,754</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">919,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">922,799</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">527,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">529,178</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">579,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">581,393</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.40%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/2/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,326,900</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,335,846</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/2/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">865,247</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">868,737</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/2/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">331,500</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">332,837</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/2/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,250,330</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,254,972</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">182,025</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">182,451</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">243,800</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">244,371</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5,701,069</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5,714,427</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">677,875</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">679,463</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,034,800</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,037,225</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,233,600</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,236,490</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,277,250</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,280,243</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,861,250</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,867,954</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,119,100</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,126,408</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,958,750</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,965,683</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,560,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,565,998</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,213,750</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,221,280</font></td>
    </tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 25; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <TD STYLE="width: 4%; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <TD STYLE="width: 96%; font-family: Arial, Helvetica, Sans-Serif"><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of November 30, 2013 (continued):</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; width: 44%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Counterparty</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; width: 8%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Interest</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Rate</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 9%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Trade</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 9%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Maturity</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date<sup>1</sup></b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; width: 4%">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 11%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Face Value</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; width: 4%">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 11%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Face Value</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Including</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Accrued</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Interest</b></font></td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,091,969</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,099,214</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,695,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,703,658</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,482,188</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,487,967</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,624,500</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,630,808</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/8/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,327,500</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,335,856</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/10/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">846,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">849,037</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/10/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">536,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">537,924</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/10/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">489,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">490,756</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/12/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,054,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,061,312</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.25%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/17/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">690,206</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">689,137</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4/25/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">336,683</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">337,402</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5/7/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">225,153</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">225,933</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.40%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5/10/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,061,011</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,065,706</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5/14/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">789,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">791,423</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.75%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5/23/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">238,810</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">239,765</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5/28/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,037,513</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,040,477</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.40%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5/30/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">720,960</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">722,442</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.40%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5/30/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,333,625</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,338,422</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5/30/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">851,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">853,405</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5/30/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,511,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,515,271</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5/30/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,137,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,143,040</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5/31/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">586,181</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">587,829</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/3/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">808,520</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">810,756</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/12/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">864,648</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">866,906</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">923,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">925,411</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,440,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,443,740</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.34%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/20/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,123,313</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,128,121</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.65%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/20/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">743,850</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">746,039</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.44%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/21/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,109,299</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,111,509</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/24/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,731,221</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,735,838</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/24/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">432,962</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">434,117</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/24/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">488,876</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">490,180</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/24/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">979,729</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">982,342</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/24/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,180,349</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,186,163</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/24/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">803,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">804,963</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/24/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,629,700</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,633,684</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/25/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">434,031</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">435,181</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.57%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/26/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">504,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">505,253</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">698,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">699,754</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">7/18/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">871,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">872,810</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">7/30/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,095,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,097,074</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/12/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,958,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,963,290</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">208,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">208,362</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,295,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,297,253</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">450,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">450,783</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,288,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,290,241</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,009,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,010,756</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">137,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">137,238</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">198,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">198,345</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">311,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">311,541</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,241,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,243,159</font></td>
    </tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 26; Value: 1 -->
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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <TD STYLE="width: 4%; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <TD STYLE="width: 96%; font-family: Arial, Helvetica, Sans-Serif"><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of November 30, 2013 (continued):</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; width: 44%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Counterparty</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; width: 8%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Interest</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Rate</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 9%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Trade</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 9%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Maturity</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date<sup>1</sup></b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; width: 4%">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 11%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Face Value</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; width: 4%">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 11%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Face Value</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Including</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Accrued</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Interest</b></font></td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,135,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,140,455</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,107,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,108,926</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">780,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">781,357</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,169,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,171,034</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">948,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">949,650</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/13/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">356,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">356,619</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8/14/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">703,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">704,235</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/11/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">610,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">610,796</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/16/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,124,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,126,601</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/16/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,480,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,481,812</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/16/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,524,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,525,866</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/16/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,562,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,563,913</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/16/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,142,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,144,623</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/16/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,309,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,310,603</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/16/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,523,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,524,865</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/17/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">163,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">163,197</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">BNP Paribas Securities Corp.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.34%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/18/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">13,065,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">13,074,131</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.75%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/23/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">389,825</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">390,385</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/26/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">397,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">397,400</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,189,125</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,190,413</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">724,680</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">725,465</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,219,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,221,404</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,954,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,957,200</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,035,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,036,121</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">882,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">882,955</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/9/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6,111,388</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6,116,243</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.56%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/11/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,016,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,016,806</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">628,340</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">628,832</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">893,525</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">894,225</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">919,755</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">920,475</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">497,888</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">498,277</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/16/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">803,938</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">804,553</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/16/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">546,563</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">546,967</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/16/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,207,500</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,208,395</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/16/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">934,313</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">935,004</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/17/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">728,013</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">728,558</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/17/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">682,594</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">683,106</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/17/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">875,600</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">876,257</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/17/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,215,288</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,216,199</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/17/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">770,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">770,558</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/21/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12/31/22</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">676,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">676,451</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.59%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/21/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">791,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">791,531</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.59%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/21/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">389,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">389,261</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.59%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/21/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">803,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">803,540</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.59%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/21/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">395,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">395,265</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.50%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/21/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">983,281</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">982,735</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.65%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/21/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,601,775</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,602,932</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.65%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/21/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">588,263</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">588,687</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">867,913</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">868,491</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">845,434</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">845,998</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,023,231</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,023,913</font></td>
    </tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 27; Value: 1 -->
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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif">Reverse repurchase agreements outstanding as of November 30, 2013 (concluded):</font></td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; width: 44%; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Counterparty</b></font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; width: 8%; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Interest</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Rate</b></font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 9%; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Trade</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 9%; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Maturity</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date<sup>1</sup></b></font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; width: 4%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 11%; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Face Value</b></font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; width: 4%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; width: 11%; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Face Value</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Including</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Accrued</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Interest</b></font></td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">755,625</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">756,129</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">851,218</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">851,784</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">788,400</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">788,926</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,441,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,442,454</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,964,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,965,234</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/25/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">651,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">651,401</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.59%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/25/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">707,445</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">707,874</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.59%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/25/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">835,450</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">835,957</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">BNP Paribas Securities Corp.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.10%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/30/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">588,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">588,051</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10/30/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,124,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,124,550</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit Suisse Securities (USA) LLC</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.16%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12/17/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">27,765,741</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">27,767,345</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,067,975</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,068,526</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,356,788</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,357,150</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,291,249</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,291,593</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,283,400</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,283,742</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,512,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,512,648</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.59%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">424,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">424,111</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.59%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/15/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,601,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,601,420</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.55%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/18/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,313,488</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,313,749</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.58%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/18/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">968,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">968,203</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Capital, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/22/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,167,155</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,167,330</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.59%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/25/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,083,936</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,084,155</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.35%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,585,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,585,031</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,227,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,227,041</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">646,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">646,022</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,538,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,538,051</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,602,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,602,087</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">834,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">834,028</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">708,000</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">708,024</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">0.60%</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11/27/13</font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Open</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">772,000</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">772,026</font></td>
    </tr>
<tr>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Total</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; vertical-align: bottom; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">300,527,112</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">301,126,337</font></td>
    </tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 2%; padding-right: 5.4pt; padding-left: 5.4pt; font: 8pt Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><sup>1</sup></font></td>
    <td style="width: 98%; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Certain agreements have no stated maturity and can be terminated by either party at any time.</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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

<!-- Field: Page; Sequence: 28; Value: 1 -->
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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

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



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <TD STYLE="width: 2%; font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: top">
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>&bull;</b></font></td>
    <TD STYLE="width: 98%; font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: top"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Financial futures contracts as of November 30, 2013 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Contracts</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Purchased/</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Sold</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Issue </b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Exchange</b></font></td>
    <TD NOWRAP STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Expiration</b></font></td>
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Notional</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</B></FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Appreciation</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>(Depreciation)</B></FONT></TD></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">90-Day Euro-Dollar</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Chicago Mercantile</font></td>
    <TD NOWRAP STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">December
    2013</FONT></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,496,438</font></td>
    <TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4"><font style="font: 8pt Arial, Helvetica, Sans-Serif">35,871</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">90-Day Euro-Dollar</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Chicago Mercantile</font></td>
    <TD NOWRAP STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">March
    2014</FONT></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,496,175</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4"><font style="font: 8pt Arial, Helvetica, Sans-Serif">38,908</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(97)</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">10-Year US Treasury Note</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Chicago Board of Trade</font></td>
    <TD NOWRAP STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">March
    2014</FONT></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12,161,375</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(31,549)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(225)</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5-Year US Treasury Note</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Chicago Board of Trade</font></td>
    <TD NOWRAP STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">March
    2014</FONT></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">27,207,422</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(24,456)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Total</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td>
    <TD NOWRAP STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD>&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4"><font style="font: 8pt Arial, Helvetica, Sans-Serif">18,774</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; width: 2%"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>&bull;</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; width: 98%"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Foreign currency exchange contracts as of November 30, 2013 were as follows:</font></td></tr>
</TABLE>

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Currency</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Purchased</B></FONT></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Currency</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Sold</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Counterparty</b></font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Settlement</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Unrealized</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Appreciation/ <BR>
(Depreciation)</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">33,469,020</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">EUR</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">24,785,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/22/14</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(209,580)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">GBP</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,130,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,463,934</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/23/14</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4"><font style="font: 8pt Arial, Helvetica, Sans-Serif">20,103</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">GBP</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,533,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5,609,415</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">State Street Bank and Trust Co.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/23/14</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4"><font style="font: 8pt Arial, Helvetica, Sans-Serif">169,506</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,415,935</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CAD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,460,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Westpac Banking Corp.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/23/14</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4"><font style="font: 8pt Arial, Helvetica, Sans-Serif">43,644</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">51,876,706</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">GBP</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">32,142,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/23/14</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(697,900)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,306,245</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">GBP</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">810,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Citibank N.A.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/23/14</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(18,670)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,937,105</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">GBP</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,200,000</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank AG</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1/23/14</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(25,733)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="border-top: Black 1pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Total</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1.5pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(718,630)</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 2%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>&bull;</b></font></td>
    <TD STYLE="width: 98%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Over-the-counter options purchased as of November 30, 2013 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Description</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Counterparty</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Put/</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Call</b></font></td>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Strike</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Price</B></FONT></TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Expiration</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Contracts</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Notional</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Amount</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>(000)</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Market</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Value</b></font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Marsico Parent Superholdco LLC</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: center; text-indent: -0.1in; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs &amp; Co.</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: center; text-indent: -0.1in; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Call</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: -0.1in; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: center; text-indent: -0.1in; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">942.86</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: -0.1in; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12/21/19</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: center; text-indent: -0.1in; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">46</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: center; text-indent: -0.1in; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: center; text-indent: -0.1in; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 2%; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>&bull;</b></font></td>
    <TD STYLE="width: 98%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Over-the-counter credit default swaps &ndash; buy protection outstanding as of November 30, 2013 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Issuer</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Pay</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Fixed</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Rate</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Counterparty</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Expiration</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></td>
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; padding-right: 6"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Notional</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Amount</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>(000)</B></FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; padding-right: 6"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Market</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</B></FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; padding-right: 6"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Premiums</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Received</B></FONT></td>
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized <BR>
Depreciation</B></FONT></TD></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Australia &amp; New Zealand Banking Group Ltd.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank AG</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/20/17</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; padding-right: 6"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 6"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; padding-right: 6"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 6"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(7)</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; padding-right: 6"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 6"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(19)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Westpac Banking Corp.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank AG</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/20/17</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; padding-right: 6; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 6; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; padding-right: 6; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 6; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(7)</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; padding-right: 6; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 6; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(19)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Total</b></font></td>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="text-align: left; vertical-align: bottom; padding-right: 6">&nbsp;</TD>
    <TD STYLE="padding-right: 6">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; padding-right: 6"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 6"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(14)</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom; padding-right: 6"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 6"><font style="font: 8pt Arial, Helvetica, Sans-Serif">24</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; padding-top: 2pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(38)</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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

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

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right">&nbsp;</TD></TR>
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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 4%; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>&bull;</b></font></td>
    <td style="width: 96%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Over-the-counter credit default swaps &ndash; sold protection outstanding as of November 30, 2013 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Issuer</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Receive</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Fixed</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Rate</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Counterparty</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Expiration</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Credit Rating<sup>1</sup></b></font></td>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Notional</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Amount</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>(000)<SUP>2</SUP></B></FONT></TD>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Market</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</B></FONT></TD>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Premiums</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Received</B></FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized Appreciation</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>(Depreciation)</B></FONT></TD></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/20/15</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">470</font></td>
    <TD>&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(97,963)</font></td>
    <TD>&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(97,278)</font></td>
    <TD>&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(685)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">J.P. Morgan Securities LLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12/20/15</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">626</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(156,830)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(160,818)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,988</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Citibank N.A.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12/20/15</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">357</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(89,566)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(81,960)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(7,606)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">J.P. Morgan Securities LLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12/20/15</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">145</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(36,339)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(32,302)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(4,037)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Citibank N.A.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12/20/15</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">172</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(43,119)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(35,359)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(7,760)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">UBS AG</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12/20/15</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">840</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(210,581)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(162,290)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(48,291)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs Bank USA</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12/20/15</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">382</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(95,884)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(48,748)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(47,136)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs Bank USA</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">247</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(71,527)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(53,404)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(18,123)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs Bank USA</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">247</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(71,527)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(53,404)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(18,123)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs Bank USA</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">739</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(214,132)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(152,384)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(61,748)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs Bank USA</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">165</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(47,877)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(32,400)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(15,477)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">75</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(21,622)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(14,356)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(7,266)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">J.P. Morgan Securities LLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">82</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(23,805)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(15,212)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(8,593)</font></td></tr>

</TABLE>

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

<!-- Field: Page; Sequence: 30; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;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: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 4%; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>&bull;</b></font></td>
    <td style="width: 96%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Over-the-counter
    credit default swaps &ndash; sold protection outstanding as of November 30, 2013 were as follows (continued):</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Issuer</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Receive</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Fixed</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Rate</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Counterparty</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Expiration</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Credit Rating<sup>1</sup></b></font></td>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Notional</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Amount</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>(000)<SUP>2</SUP></B></FONT></TD>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Market</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</B></FONT></TD>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Premiums</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Received</B></FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized Appreciation</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>(Depreciation)</B></FONT></TD></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">72</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(20,901)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(12,320)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(8,581)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Citibank N.A.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">79</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(22,737)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(13,694)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(9,043)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs Bank USA</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">634</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(183,612)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(100,336)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(83,276)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Citibank N.A.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">135</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(38,991)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(21,643)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(17,348)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs Bank USA</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">499</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(164,517)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(114,196)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(50,321)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs Bank USA</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">970</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(319,614)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(214,857)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(104,757)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">440</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(144,980)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(77,231)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(67,749)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">J.P. Morgan Securities LLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">412</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(135,634)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(76,290)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(59,344)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Citibank N.A.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">330</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(122,091)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(104,269)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(17,822)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs Bank USA</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">9/20/16</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,710</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(632,498)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(358,532)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(273,966)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs Bank USA</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/17</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">453</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(195,504)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(116,490)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(79,014)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/17</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">72</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(31,179)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(19,468)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(11,711)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Goldman Sachs Bank USA</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3/20/17</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">147</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(63,483)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(40,230)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(23,253)</font></td></tr>

</TABLE>

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 4%; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>&bull;</b></font></td>
    <td style="width: 96%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Over-the-counter
    credit default swaps &ndash; sold protection outstanding as of November 30, 2013 were as follows (concluded):</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Issuer</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Receive</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Fixed</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Rate</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Counterparty</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Expiration</b></font><br>
<font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Date</b></font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Credit<BR>
Rating<sup>1</sup></b></font></td>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Notional</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Amount</B></FONT><BR><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>(000)<SUP>2</SUP></B></FONT></TD>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Market</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</B></FONT></TD>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Premiums</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Received</B></FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unrealized Appreciation</B></FONT><BR> <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>(Depreciation)</B></FONT></TD></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Deutsche Bank AG</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6/20/17</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">635</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(288,505)</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(175,051)</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(113,454)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="border-top: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Total</b></font></td>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(3,545,018)</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">$</td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(2,384,522)</FONT></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;(1,160,496)</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 2%; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif"><sup>1</sup></font></td>
    <td style="width: 98%"><font style="font-family: Arial, Helvetica, Sans-Serif">Using Standard &amp; Poor&rsquo;s rating of the issuer.</font></td></tr>
<tr style="vertical-align: bottom">
    <td style="text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif"><sup>2</sup></font></td>
    <td><font style="font-family: Arial, Helvetica, Sans-Serif">The maximum potential amount the Trust may pay should a negative event take place as defined under the terms of the agreement.</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td colspan="3">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Fair Value
    Measurements &mdash; 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><br> <br> </td></tr>
<tr>
    <td style="vertical-align: bottom; width: 1%">&nbsp;</td>
    <td style="vertical-align: top; width: 1%; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <td style="vertical-align: bottom; width: 98%"><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 style="vertical-align: bottom">
    <td colspan="3">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: top; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <td 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 style="vertical-align: bottom">
    <td colspan="3">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: top; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <td 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 style="vertical-align: bottom">
    <td colspan="3">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 100%"><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><br>
<br>
<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 annual report.</font><br>
<br>
<br>
</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

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

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    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(continued)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 100%"><font style="font-family: Arial, Helvetica, Sans-Serif">The following tables summarize the Trust's investments and derivative financial instruments categorized in the disclosure hierarchy as of November 30, 2013:</font><br>
<br>
</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="text-align: center; font-weight: bold; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 1</FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 2</FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 3</FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total</FONT></td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Assets:</B><SUP> </SUP>&nbsp;</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>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Investments:<SUP> </SUP></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>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Long-Term Investments:</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>&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;&nbsp;&nbsp;&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Common Stocks<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">66,908</font></td>
    <TD>&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,494,682</font></td>
    <TD>&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">6,688,533</font></td>
    <TD>&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">8,250,123</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">22,424,279</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">23,487,168</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">45,911,447</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">417,040,067</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">7,928,375</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">424,968,442</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">323,823,114</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">31,923,101</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">355,746,215</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Foreign Agency Obligations<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,492,904</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">3,492,904</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Non-Agency Mortgage-Backed Securities<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">78,813,929</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">78,813,929</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Government Sponsored Agency
Securities</FONT></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">42,020,353</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">42,020,353</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Other Interests<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">663,473</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">663,473</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Preferred Securities<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">10,873,439</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">10,873,439</font></td>
    </tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Short-Term Securities</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">11,303,105</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">11,303,105</font></td>
    </tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unfunded Loan Commitments</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">716</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">716</font></td>
    </tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Liabilities:</B><SUP> </SUP>&nbsp;</FONT></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 4">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Unfunded Loan Commitments</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">(155)</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 0; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">(155)</font></td>
    </tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">11,370,013</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">899,983,328</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">70,690,650</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1.5pt solid; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1.5pt solid; text-align: right; padding-right: 4"><font style="font-family: Arial, Helvetica, Sans-Serif">982,043,991</font></td>
    </tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level 1</B></FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level 2</B></FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Level 3</b></font></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Derivative Financial Instruments<SUP>1</SUP></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>&nbsp;</TD></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Assets:</B></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>&nbsp;</TD></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Interest rate contracts</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">74,779</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4"><font style="font: 8pt Arial, Helvetica, Sans-Serif">74,779</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Foreign currency exchange contracts</P></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">233,253</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4"><font style="font: 8pt Arial, Helvetica, Sans-Serif">233,253</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-indent: -0.1in"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit contracts</font></td>
    <TD STYLE="padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,988</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Liabilities:</B></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></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Interest rate contracts</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(56,005)</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(56,005)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Foreign currency exchange contracts</P></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(951,883)</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(951,883)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Credit contracts</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(1,164,522)</font></td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(1,164,522)</font></td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; padding-left: 0.1in; font-family: Arial, Helvetica, Sans-Serif; text-align: left; text-indent: -0.1in; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">18,774</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(1,879,164)</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(1,860,390)</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 1%"><font style="font-family: Arial, Helvetica, Sans-Serif"><sup>1</sup></font></td>
    <td style="vertical-align: bottom; width: 99%"><font style="font-family: 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"></P>

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

<!-- Field: Page; Sequence: 33; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->33<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 67%; font: 12pt Times New Roman, Times, Serif; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 14pt Franklin Gothic Book,sans-serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Franklin Gothic Book,sans-serif; color: navy"> <FONT STYLE="font-size: 9pt">(concluded)&nbsp;&nbsp;</FONT> </FONT></TD>
    <TD NOWRAP STYLE="width: 33%; font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: rgb(0,111,192) 6pt solid; padding-top: 6"><FONT STYLE="font: 8pt Franklin Gothic Book,sans-serif"><B>BlackRock Limited Duration Income Trust (BLW)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 100%; padding-top: 0; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Certain of the Trust's assets and/or liabilities are held at carrying amount or face value including accrued interest, which approximates fair value for financial reporting purposes. As of November 30, 2013, such assets and liabilities are categorized within the disclosure hierarchy as follows:</font><font style="font-family: Arial, Helvetica, Sans-Serif"><sup> </sup>&nbsp;</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 1</FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 2</FONT></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 3</font></td>
    <TD STYLE="text-align: center; vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total</FONT></td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Assets:</B><SUP> </SUP>&nbsp;</FONT></td>
    <TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
    <TD>&nbsp;</TD></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cash<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">75,872</font></td>
    <TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4; vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">75,872</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cash pledged as collateral for over-the-counter swaps<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; 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">1,170,000</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; 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="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4; vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">1,170,000</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cash pledged as collateral for reverse repurchase agreements<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; 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">2,350,000</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; 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="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4; vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">2,350,000</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cash pledged for financial futures contracts<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; 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">383,500</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; 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="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4; vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">383,500</font></td>
    </tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Foreign currency at value<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; 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">411,230</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; 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="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD>&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-right: 4; vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">411,230</font></td>
    </tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Liabilities:</B><SUP> </SUP>&nbsp;</FONT></TD>
    <TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Reverse repurchase agreements including accrued interest<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">(301,126,337)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">(301,126,337)</font></td>
    </tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B><SUP> </SUP></FONT></TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,390,602</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(301,126,337)</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="border-bottom: Black 1.5pt solid; vertical-align: bottom; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1.5pt solid; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1.5pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(296,735,735)</font></td>
    </tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 100%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">There were no transfers between Level 1 and Level 2 during the period ended November 30, 2013.</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 100%; padding-top: 0">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: justify">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.</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: justify; text-indent: 0.5in">&nbsp;</P></td></tr>
<tr style="vertical-align: bottom">
    <td style="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt 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: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">Common&nbsp;Stocks</TD><TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">Asset-Backed Securities</TD><TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">Corporate&nbsp;Bonds</TD><TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">Floating Rate Loan Interests</TD><TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">Other&nbsp;Interests</TD><TD STYLE="font-weight: bold; border-bottom: Black 1pt solid; border-top: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1pt solid; border-top: Black 1pt solid">Total</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; padding-left: 1.45pt">Assets:</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: -4.5pt; padding-left: 4.5pt; width: 40%">Opening Balance, as of August&nbsp;31, 2013</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">3,050,139</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">26,050,547</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">7,930,102</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">42,689,763</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">537,766</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">80,258,317</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-left: 1.45pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Transfers into Level 3<sup>1</sup></font></TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">3,425,957</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">11,369,704</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">14,795,661</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-left: 1.45pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Transfers out of Level 3<sup>2</sup></font></TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(23,752,930</TD><TD STYLE="text-align: left">)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(23,752,930</TD><TD STYLE="text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 1.45pt">Accrued discounts/premiums</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(324,161</TD><TD STYLE="text-align: left">)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">15,732</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(308,429</TD><TD STYLE="text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-left: 1.45pt">Net realized gain (loss)</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">1,950</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">71,807</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">43,425</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">117,182</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: -4.5pt; padding-left: 4.5pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Net change in unrealized appreciation/depreciation<sup>3</sup></font></TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">378,108</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">359,946</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(1,727</TD><TD STYLE="text-align: left">)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">74,796</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">254,722</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">1,065,845</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 1.45pt">Purchases</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">3,675,879</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">6,456,199</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">2,908,766</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">13,040,844</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-bottom: 1pt; padding-left: 1.45pt">Sales</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: right">(167,621</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: right">(6,346,850</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: right">&mdash;</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: right">(4,973,588</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: right">(3,037,781</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: right">(14,525,840</TD><TD STYLE="border-bottom: Black 1pt solid; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; padding-bottom: 1pt; padding-left: 1.45pt">Closing Balance, as of November 30, 2013</TD>
    <TD STYLE="border-bottom: Black 2pt solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: right">6,688,533</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 2pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2pt solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: right">23,487,168</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 2pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2pt solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: right">7,928,375</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 2pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2pt solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: right">31,923,101</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 2pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2pt solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: right">663,473</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 2pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2pt solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: right">70,690,650</TD><TD STYLE="border-bottom: Black 2pt solid; text-align: left">&nbsp;</TD></TR>
</TABLE>

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <td style="width: 2%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><sup>1</sup></font></td>
    <td style="width: 98%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">As of August 31, 2013, the Trust used observable inputs in determining the value of certain investments. As of November 30, 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 $14,795,661 transferred from Level 2 to Level 3 in the disclosure hierarchy.</font></td></tr>
<tr style="vertical-align: top">
    <td style="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><sup>2</sup></font></td>
    <td>As of August 31, 2013, the Trust used significant unobservable inputs in determining the value of certain investments. As of November 30, 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 $23,752,930 transferred from Level 3 to Level 2 in the disclosure hierarchy.</td></tr>
<tr style="vertical-align: top">
    <td style="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><sup>3</sup></font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">The change in unrealized appreciation/depreciation on investments still held as of November 30, 2013 was $(1,383,165).</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>



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

<!-- Field: Page; Sequence: 34; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 6; padding-bottom: 6; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%">BLACKROCK&nbsp;LIMITED&nbsp;DURATION&nbsp;INCOME&nbsp;TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER&nbsp;30,&nbsp;2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->34<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 11pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 2 &ndash;</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Controls and Procedures</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">2(a) &ndash;</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">The registrant&rsquo;s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant&rsquo;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.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">2(b) &ndash;</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">There were no changes in the registrant&rsquo;s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrant&rsquo;s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant&rsquo;s internal control over financial reporting.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 3 &ndash;</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Exhibits</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Certifications &ndash; Attached hereto</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 12%; padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="width: 5%; padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="width: 83%; padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Limited Duration Income Trust</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ John M. Perlowski</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Executive Officer (principal executive officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Limited Duration Income Trust</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Date: January 24, 2014</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ John M. Perlowski</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Executive Officer (principal executive officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Limited Duration Income Trust</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Date: January 24, 2014</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ Neal J. Andrews</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Neal J. Andrews</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Financial Officer (principal financial officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Limited Duration Income Trust</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Date: January 24, 2014</FONT></TD></TR>
</TABLE>


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<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e57017ex99cert.htm
<DESCRIPTION>CERTIFICATIONS
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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><FONT STYLE="vertical-align: baseline"><B>EX-99.
CERT</B></FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE 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: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock 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: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading
with respect to the period covered by this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">3.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the
investments of the registrant as of the end of the fiscal quarter for which the report is filed;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">4.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant&rsquo;s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls
and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting
(as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under
our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made
known to us by others within those entities, particularly during the period in which this report is being prepared;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such internal control over financial reporting, or caused such internal control over financial reporting to be
designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally accepted accounting principles;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">c)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant&rsquo;s disclosure controls and procedures and presented in this report our
conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing
date of this report, based on such evaluation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">d)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant&rsquo;s internal control over financial reporting that occurred during
the registrant&rsquo;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the
registrant&rsquo;s internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt">5.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant&rsquo;s other certifying officer(s)
and I have disclosed to the registrant&rsquo;s auditors and the audit committee of the registrant&rsquo;s board of directors (or
persons performing the equivalent functions):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting
which are reasonably likely to adversely affect the registrant&rsquo;s ability to record, process, summarize, and report financial
information; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&rsquo;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: <FONT STYLE="font-size: 10pt">January
24, 2014</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0pt"></TD><TD STYLE="width: 0pt"></TD><TD><U>/s/ John M. Perlowski</U></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0pt"></TD><TD STYLE="width: 0pt"></TD><TD>John M. Perlowski</TD></TR></TABLE>

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


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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE 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: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock 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: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading
with respect to the period covered by this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">3.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the
investments of the registrant as of the end of the fiscal quarter for which the report is filed;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">4.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant&rsquo;s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls
and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting
(as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under
our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made
known to us by others within those entities, particularly during the period in which this report is being prepared;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such internal control over financial reporting, or caused such internal control over financial reporting to be
designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally accepted accounting principles;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">c)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant&rsquo;s disclosure controls and procedures and presented in this report our
conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing
date of this report, based on such evaluation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">d)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant&rsquo;s internal control over financial reporting that occurred during
the registrant&rsquo;s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the
registrant&rsquo;s internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">5.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant&rsquo;s other certifying officer(s) and I have disclosed to the registrant&rsquo;s auditors and the audit
committee of the registrant&rsquo;s board of directors (or persons performing the equivalent functions):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting
which are reasonably likely to adversely affect the registrant&rsquo;s ability to record, process, summarize, and report financial
information; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant&rsquo;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: <FONT STYLE="font-size: 10pt">January
24, 2014</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0pt"></TD><TD STYLE="width: 0pt"></TD><TD><U>/s/ Neal J. Andrews</U></TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0pt"></TD><TD STYLE="width: 0pt"></TD><TD>Neal J. Andrews</TD></TR></TABLE>

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

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



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

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