<SEC-DOCUMENT>0000891092-15-000456.txt : 20150122
<SEC-HEADER>0000891092-15-000456.hdr.sgml : 20150122
<ACCEPTANCE-DATETIME>20150122125057
ACCESSION NUMBER:		0000891092-15-000456
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20141130
FILED AS OF DATE:		20150122
DATE AS OF CHANGE:		20150122
EFFECTIVENESS DATE:		20150122

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BLACKROCK 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:		15541061

	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>e62253nq.htm
<DESCRIPTION>FORM N-Q
<TEXT>
<HTML>
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<P STYLE="margin: 0"></P>

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

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

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

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

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

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

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

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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0">Investment Company Act file number: 811-21349</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<BR>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: 08/31/2015</P>

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

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

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

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


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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> November 30, 2014 (Unaudited) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>




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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Common Stocks</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center"><BR>
Shares</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Auto Components&nbsp;&mdash; 0.0%</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">Lear Corp.</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">807</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">77,399</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Chemicals&nbsp;&mdash; 0.0%</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">LyondellBasell Industries NV, Class A</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">37</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,918</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Construction &amp; Engineering&nbsp;&mdash; 0.0%</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">USI United Subcontractors</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,454</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">167,803</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Consumer Services&nbsp;&mdash; 0.5%</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">Cengage Thomson Learning (a)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">38,155</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">995,846</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">Houghton Mifflin Harcourt Co. (a)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">128,441</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,468,636</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,464,482</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 0.3%</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">Kcad Holdings I Ltd. (a)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">384,412,912</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,537,652</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Household Durables&nbsp;&mdash; 0.0%</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">Berkline Benchcraft Equity LLC (a)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,155</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Common Stocks</B> &mdash; <B>0.8%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">5,250,254</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD></TR> <TR> <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</TD> <TD>&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Asset-Backed Securities &mdash; 13.40%</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" 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="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ACAS CLO Ltd., Series 2014-1A, Class C, 3.13%, 7/18/26 (b)(c)</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,429,769</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Adirondack Park CLO Ltd., Series 2013-1A, Class D, 3.88%, 4/15/24 (b)(c)</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">1,750</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,664,616</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Aircraft Lease Securitisation Ltd., Series 2007-1A, Class G3, 0.42%, 5/10/32 (b)(c)</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">504</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">494,318</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ALM Loan Funding, Series 2013-7RA (b)(c):</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">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 3.68%, 4/24/24</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">1,210</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,138,596</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 5.23%, 4/24/24</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">1,040</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">955,478</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ALM XIV Ltd., Series 2014-14A, Class C, 3.68%, 7/28/26 (b)(c)</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">3,140</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,918,685</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AmeriCredit Automobile, Receivables 2014-3, AMCAR 2014-3 C, 2.58%, 9/08/20</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">4,850</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,890,022</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">AMMC CLO 15, Ltd., Series 2014-15A, Class D, 4.44%, 12/09/26 (b)(c)(d)</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">2,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,910,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Apidos CLO XVII, Series 2014-17A, Class B, 3.08%, 4/17/26 (b)(c)</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">3,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,895,182</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ares CLO, Ltd., ARES 2014 32A B 144A, 3.48%, 11/15/25 (b)(c)(d)</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">1,250</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,233,750</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Atrium CDO Corp., Series 9A, Class D, 3.74%, 2/28/24 (b)(c)</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">1,100</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,040,783</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Babson CLO Ltd., Series 2014-3A, Class C1, 3.23%, 1/15/26 (b)(c)</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">2,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,949,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Asset-Backed Securities</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</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">Battalion CLO IV Ltd., Series 2013-4A, Class C, 3.58%, 10/22/25 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">463,184</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">Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class C, 3.73%, 7/15/24 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">750</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">695,514</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">Benefit Street Partners CLO V Ltd., Series 2014-VA, Class C, 3.10%, 10/20/26 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,410,345</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">Carlyle Global Market Strategies CLO 2014-5, Ltd., Series 2014-5A, Class C, 4.38%, 10/16/25 (b)(c)(d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,929,540</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">Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class C, 4.23%, 2/14/25 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">242,965</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">CarMax Auto Owner Trust, Series 2012-3, Class D, 2.29%, 4/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,530</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,572,808</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">Cent CLO, Series 2014-21A, Class C, 3.73%, 7/27/26 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">928,040</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">Central Park CLO Ltd., Series 2011-1A, Class D, 3.43%, 7/23/22 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">493,326</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">CIFC Funding 2014-IV, Ltd., Series 2014-4A, Class C1, 3.18%, 10/17/26 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,850</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,726,924</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">CIFC Funding Ltd., Series 2014-3A, Class D, 3.55%, 7/22/26 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">420</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">387,812</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">Countrywide Asset-Backed Certificates, Series 2007-7, Class 2A2, 0.32%, 10/25/47 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">878</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">869,258</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">Credit Suisse ABS Repackaging Trust, Series 2013-A, Class B, 2.50%, 1/25/30 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,423</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,348,117</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">Flagship CLO, Series 2014-8A, Class C, 3.33%, 1/16/26 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,940,000</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">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.23%, 4/20/23 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,090</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,067,099</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">Gramercy Park CLO, Ltd., Series 2012-1AR, Class CR, 4.28%, 7/17/23 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,922,897</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">GSAA Trust, Series 2007-3, Class 1A2, 0.33%, 3/25/47 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,695</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,403,076</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">Halcyon Loan Advisors Funding Ltd., Series 2013-1A, Class C, 3.73%, 4/15/25 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">936,802</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">Jamestown CLO IV Ltd., Series 2014-4A, Class C, 3.73%, 7/15/26 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,165</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,071,752</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">Madison Park Funding Ltd., Series 2012-10A, Class D, 4.48%, 1/20/25 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">700</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">694,420</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->1<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Asset-Backed Securities</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</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">Madison Park Funding XI Ltd., Series 2013-11A, Class D, 3.73%, 10/23/25 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">420</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">396,879</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">Neuberger Berman CLO XVIII, Ltd., Series 2014-18A, Class B, 3.38%, 11/14/25 (b)(c)(d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,250</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,184,345</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">Octagon Investment Partners XVI Ltd., Series 2013-1A, Class D, 3.58%, 7/17/25 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,859,603</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">OZLM Funding Ltd., Series 2012-2A, Class C, 4.58%, 10/30/23 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">488,177</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">OZLM IX, Ltd., Series 2014-9A, Class C, 3.83%, 1/20/27 (b)(c)(d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,402,800</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">OZLM VII Ltd., Series 2014-7A, Class C, 3.86%, 7/17/26 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">780</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">729,099</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">OZLM VIII, Ltd., Series 2014-8A, Class B, 3.28%, 10/17/26 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,409,502</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">Regatta Funding LP, Series 2013-2A, Class C, 4.23%, 1/15/25 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">480,615</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">Regatta V Funding Ltd., Series 2014-1A, Class B, 3.23%, 10/25/26 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,928,841</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">Santander Drive Auto Receivables Trust, Series 2014-4, Class C, 2.60%, 11/16/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,544,154</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">Santander Drive Auto Receivables Trust 2014-3, Series 2014-3, Class D, 2.65%, 8/17/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,015</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,975,749</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">Santander Drive Auto Receivables Trust 2014-4, Series 2014-4, Class D, 3.10%, 11/16/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,546,831</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">Sound Point CLO, Ltd., Series 2014-3A, Class D, 3.89%, 1/23/27 (b)(c)(d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,805,000</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">Symphony CLO XV Ltd., Series 2014-15A, Class C, 3.40%, 10/17/26 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,940,450</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">Voya CLO, Ltd., Series 2014-4A (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 4.23%, 10/14/26 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,411,750</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class SUB, 0.00%, 10/14/26</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">925,000</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">World Financial Network Credit Card Master Trust, Series 2012-C, Class B, 3.57%, 8/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,129,333</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">87,782,206</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Interest Only Asset-Backed Securities &mdash; 0.1%</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">Sterling Bank Trust, Series 2004-2, Class Note, 2.08%, 3/30/30 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,860</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">473,744</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">Sterling Coofs Trust, Series 2004-1, Class A, 2.36%, 4/15/29 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,605</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">378,322</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">852,066</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Asset-Backed Securities</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Par</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">(000)</P></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Asset-Backed Securities</B> &mdash; <B>13.5%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">88,634,272</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD></TR> <TR> <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</TD> <TD>&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" 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="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Aerospace &mdash; 0.0%</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">Telefonica SA, Series TIT, 6.00%, 7/24/17 (g)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">260,950</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Aerospace &amp; Defense&nbsp;&mdash; 0.7%</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">DigitalGlobe, Inc., 5.25%, 2/01/21 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">928</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">890,880</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">Huntington Ingalls Industries, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.13%, 3/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">570</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">619,162</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 12/15/21 (b)(d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">254,063</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">Meccanica Holdings USA, Inc., 6.25%, 7/15/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">339</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">366,968</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">TransDigm, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 7/15/22 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,795</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,812,950</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 7/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">835</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">851,700</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">4,795,723</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Airlines&nbsp;&mdash; 2.7%</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">Air Canada Pass-Through Trust, Series 2013-1, Class C, 6.63%, 5/15/18 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">651</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">672,743</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">American Airlines Pass-Through Trust, Series 2013-2 (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class A, 4.95%, 7/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,647</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,901,808</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class B, 5.60%, 1/15/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">708</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">722,575</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 6.00%, 1/15/17 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,600</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,678,000</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">Continental Airlines Pass-Through Trust, Series 2012-3, Class C, 6.13%, 4/29/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,090</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,220,625</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">Delta Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 6/17/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">217</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">244,798</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">United Airlines Pass-Through Trust, Series 2014-2, Class B, 4.63%, 3/03/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,300</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,248,250</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">US Airways Pass-Through Trust, Series 2012-1, Class C, 9.13%, 10/01/15 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,402</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,455,022</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">Virgin Australia Trust, Series 2013-1 (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class A, 5.00%, 4/23/25</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">716</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">741,071</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class B, 6.00%, 4/23/22 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,477</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,517,604</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class C, 7.13%, 10/23/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,059</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,090,757</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">17,493,253</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Auto Components&nbsp;&mdash; 1.4%</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">Affinia Group, Inc., 7.75%, 5/01/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,095</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,125,113</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">Autodis SA, 6.50%, 2/01/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">125,837</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>

</TABLE>

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<!-- Field: Page; Sequence: 2 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->2<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
    <TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Auto Components (concluded)</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">Icahn Enterprises LP/Icahn Enterprises Finance Corp., 4.88%, 3/15/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,058</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,083,725</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">Jaguar Land Rover Automotive PLC, 8.25%, 3/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">554</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">954,738</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">Pittsburgh Glass Works LLC, 8.00%, 11/15/18 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">186</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">197,160</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">Schaeffler Holding Finance BV:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.75%, 5/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">405</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">508,014</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 11/15/21 (f)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">115</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">150,683</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(6.25% Cash or 0.00% PIK), 6.25%, 11/15/19 (b)(f)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">804</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">841,185</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(6.75% Cash or 0.00% PIK), 6.75%, 11/15/22 (b)(f)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">943</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">994,865</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(6.88% Cash or 7.63% PIK), 6.88%, 8/15/18 (b)(e)(f)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,085</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,135,181</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(6.88% Cash), 6.88%, 8/15/18 (f)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">375</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">490,774</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">Titan International, Inc., 6.88%, 10/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">555</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">510,600</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">9,117,875</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Automobiles&nbsp;&mdash; 0.7%</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">Chrysler Group LLC/CG Co-Issuer, Inc., 8.00%, 6/15/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,087</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,152,220</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">General Motors Co. (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.50%, 10/02/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,478</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,539,950</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.20%, 4/01/45</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">550</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">565,345</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">4,257,515</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Banks&nbsp;&mdash; 0.8%</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">Banco Espirito Santo SA:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 1/15/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">118,749</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.00%, 1/21/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">115,983</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">CIT Group, Inc. (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 5/15/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">890</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">927,825</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 2/15/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,370</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,452,200</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">HSBC Holdings PLC, 6.25%, 3/19/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,441,049</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">Nordea Bank AB, 4.50%, 3/26/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,020</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,457,385</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">5,513,191</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Beverages&nbsp;&mdash; 0.1%</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">Constellation Brands, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.25%, 5/15/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">82</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">91,635</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.88%, 11/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">294</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">299,468</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">391,103</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Building Products&nbsp;&mdash; 1.1%</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">American Builders &amp; Contractors Supply Co., Inc., 5.63%, 4/15/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">190</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">191,900</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Building Products (concluded)</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">BMBG Bond Finance SCA, 5.08%, 10/15/20 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">249,187</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">Builders FirstSource, Inc., 7.63%, 6/01/21 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">650</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">672,750</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">Building Materials Corp. of America (b)(e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 5/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">770</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">828,712</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 11/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,005</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,005,000</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">Cemex Finance LLC, 6.00%, 4/01/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">295</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">295,369</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">Cemex SAB de CV, 5.70%, 1/11/25 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">670</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">646,550</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">CPG Merger Sub LLC, 8.00%, 10/01/21 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,030</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,084,075</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">Ply Gem Industries, Inc., 6.50%, 2/01/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">745</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">720,788</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">USG Corp., 9.75%, 1/15/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,390</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,598,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">7,292,831</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Capital Markets&nbsp;&mdash; 1.2%</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">American Capital Ltd., 6.50%, 9/15/18 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">975</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,028,625</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">Blackstone CQP Holdco LP, 9.30%, 3/18/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,051</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,061,788</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">E*Trade Financial Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.58%, 8/31/19 (b)(g)(h)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">249</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">549,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 11/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">627</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">633,270</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">The Goldman Sachs Group, Inc., 3.30%, 5/03/15 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,285</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,322,354</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">SteelRiver Transmission Co. LLC, 4.71%, 6/30/17 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,035</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,083,215</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">7,678,452</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Chemicals&nbsp;&mdash; 1.0%</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">Ashland, Inc., 3.88%, 4/15/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">675</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">680,906</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">Axalta Coating Systems US Holdings, Inc./Axalta Coating Systems Dutch Holding BV:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 2/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">262,368</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 5/01/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">398</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">429,840</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">Chemtura Corp., 5.75%, 7/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">198,000</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">Huntsman International LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.63%, 3/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">655</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">710,675</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 4/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">331</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">431,976</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">INEOS Group Holdings SA:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 8/15/18 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">314</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">308,929</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 8/15/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">122</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">153,976</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">LSB Industries, Inc., 7.75%, 8/01/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">167</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">177,020</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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</div><br style="clear:both"><br style="clear:both">


<!-- Field: Page; Sequence: 3 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->3<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Chemicals (concluded)</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">Rockwood Specialties Group, Inc., 4.63%, 10/15/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,123</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,263,535</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">6,617,225</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Commercial Services &amp; Supplies&nbsp;&mdash; 1.3%</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">Abengoa Greenfield SA, 6.50%, 10/01/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">766</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">674,080</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">ADS Waste Holdings, Inc., 8.25%, 10/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">292</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">306,600</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">ARAMARK Corp., 5.75%, 3/15/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">712</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">735,140</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">Aviation Capital Group Corp., 4.63%, 1/31/18 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,040,724</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">Brand Energy &amp; Infrastructure Services, Inc., 8.50%, 12/01/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">203</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">203,000</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">Covanta Holding Corp., 6.38%, 10/01/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">106,250</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">Mobile Mini, Inc., 7.88%, 12/01/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">915</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">979,050</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">Modular Space Corp., 10.25%, 1/31/19 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,253</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,259,265</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">United Rentals North America, Inc. (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 7/15/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">494</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">516,230</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.63%, 4/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,518</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,677,390</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 11/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,039</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,077,963</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">8,575,692</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Communications Equipment&nbsp;&mdash; 2.2%</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">ADC Telecommunications, Inc., 3.50%, 7/15/15 (g)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,670</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,720,025</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">Alcatel-Lucent USA, Inc. (b)(e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.63%, 7/01/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">800</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">806,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 11/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,150</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,230,625</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">Avaya, Inc., 7.00%, 4/01/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">437</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">427,167</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">CommScope, Inc. (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 6/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">215</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">215,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 6/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">221</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">219,895</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">Zayo Group LLC/Zayo Capital, Inc. (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.13%, 1/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,800</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,921,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">10.13%, 7/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,460</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,642,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">14,182,712</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Construction &amp; Engineering&nbsp;&mdash; 0.5%</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">AECOM Technology Corp. (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 10/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">215</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">225,212</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 10/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">981</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,037,407</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">BlueLine Rental Finance Corp., 7.00%, 2/01/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">165</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">171,188</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">Novafives SAS:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.08%, 6/30/20 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">123,972</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Construction &amp; Engineering (concluded)</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">Novafives SAS (concluded):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.50%, 6/30/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">123,506</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">Safway Group Holding LLC/Safway Finance Corp., 7.00%, 5/15/18 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,138</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,147,275</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">Weekley Homes LLC/Weekley Finance Corp., 6.00%, 2/01/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">320</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">314,080</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,142,640</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Construction Materials&nbsp;&mdash; 1.6%</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">HD Supply, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.13%, 4/15/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,285</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,655,653</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">11.00%, 4/15/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">770</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">881,650</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 7/15/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,696</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,844,280</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 12/15/21 (b)(d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,828</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,866,845</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">Officine MaccaFerri SpA, 5.75%, 6/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">150</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">183,813</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">10,432,241</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Consumer Finance&nbsp;&mdash; 0.3%</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">Ford Motor Credit Co. LLC, 7.00%, 4/15/15 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">400</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">409,097</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">Hyundai Capital America, 3.75%, 4/06/16 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,285</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,331,913</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">Springleaf Finance Corp., 8.25%, 10/01/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">79</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">90,060</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,831,070</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Containers &amp; Packaging&nbsp;&mdash; 0.4%</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">Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 6/30/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">380</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">376,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.25%, 1/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">320</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">397,427</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">Beverage Packaging Holdings Luxembourg II SA, 6.00%, 6/15/17 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,560</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,556,100</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">Crown Americas LLC/Crown Americas Capital Corp. III, 6.25%, 2/01/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">144</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">151,380</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">Crown European Holdings SA, 4.00%, 7/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">260</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">341,078</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">SGD Group SAS, 5.63%, 5/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">121,858</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">2,944,043</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Distributors&nbsp;&mdash; 0.1%</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">VWR Funding, Inc., 7.25%, 9/15/17 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">874</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">915,620</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Consumer Services&nbsp;&mdash; 0.2%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Laureate Education, Inc., 9.75%, 9/01/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">960</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">996,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
</TABLE>
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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->4<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 2.8%</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">Aircastle Ltd., 6.25%, 12/01/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">367</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">393,608</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">Ally Financial, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.30%, 2/12/15 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,460</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,490,750</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.00%, 11/01/31 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,030</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,552,725</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.00%, 11/01/31</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">869</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,084,077</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">CE Energy AS, 7.00%, 2/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">150</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">190,574</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">Co-Operative Group Holdings, 6.88%, 7/08/20 (i)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">190</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">304,199</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">Ford Motor Credit Co. LLC, 3.88%, 1/15/15 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,475</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,484,578</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">General Motors Financial Co., Inc. (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.63%, 7/10/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,760</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,791,420</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.38%, 9/25/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">530</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">549,213</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">HSH Nordbank AG, 0.92%, 2/14/17 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">153</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">160,645</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">Jefferies Finance LLC/JFIN Co-Issuer Corp. (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 4/01/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">585</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">564,525</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.88%, 4/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">456</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">426,360</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">Leucadia National Corp., 8.13%, 9/15/15 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,870</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,970,045</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">MSCI, Inc., 5.25%, 11/15/24 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">591</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">613,162</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">Reynolds Group Issuer, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 4/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">790</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">823,575</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.88%, 8/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">307</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">330,793</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 10/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">625</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">642,969</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.88%, 2/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">210</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">221,813</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">18,595,031</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Telecommunication Services&nbsp;&mdash; 2.8%</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">CenturyLink, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.45%, 6/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">155</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">168,950</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series V, 5.63%, 4/01/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">751</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">792,305</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">Level 3 Communications, Inc., 8.88%, 6/01/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">735</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">786,450</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">Level 3 Financing, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.83%, 1/15/18 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">411</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">413,260</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.13%, 7/01/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,083</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,283,395</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 6/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">495</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">529,031</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 1/15/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,682</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,753,485</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">Telecom Italia SpA:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 11/15/16 (g)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">300</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">448,575</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 6/24/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">341,699</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 9/25/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">220</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">301,081</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.50%, 1/25/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">270</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">364,159</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 5/19/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">450</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">753,722</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">Telenet Finance V Luxembourg SCA:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 8/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">271</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">369,830</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 8/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">397</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">555,768</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Diversified Telecommunication Services (concluded)</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">Verizon Communications, Inc., 3.65%, 9/14/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,431,116</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">Windstream Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 10/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">41</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">43,030</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 8/01/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,825</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">18,340,681</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Electric Utilities&nbsp;&mdash; 0.3%</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">ContourGlobal Power Holdings SA, 7.13%, 6/01/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">728</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">740,631</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">Homer City Generation LP (f):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.14% (8.14% Cash), 10/01/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">327</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">338,205</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.73% (8.73% Cash), 10/01/26</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">589</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">613,043</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">Mirant Mid Atlantic Pass-Through Trust, Series B, 9.13%, 6/30/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">403</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">433,342</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">2,125,221</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Electrical Equipment&nbsp;&mdash; 0.1%</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">Belden, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 4/15/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">140</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">179,306</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series NOV, 5.50%, 4/15/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">209</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">264,273</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">Techem Energy Metering Service GmbH &amp; Co., 7.88%, 10/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">106</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">145,764</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">589,343</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Energy Equipment &amp; Services&nbsp;&mdash; 0.5%</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">Calfrac Holdings LP, 7.50%, 12/01/20 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">503</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">452,700</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">CGG SA, 7.75%, 5/15/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">111</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">109,890</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">MEG Energy Corp. (b)(e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 3/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">244</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">224,480</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 3/31/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">864</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">784,080</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">Peabody Energy Corp. (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 11/15/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,004</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">956,310</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 11/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">583</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">546,563</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">Precision Drilling Corp., 5.25%, 11/15/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">522</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">443,700</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,517,723</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Food &amp; Staples Retailing&nbsp;&mdash; 0.6%</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">Brakes Capital, 7.13%, 12/15/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,255</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,940,707</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">Premier Foods Finance PLC, 5.56%, 3/16/20 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">115</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">158,074</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">R&amp;R Ice Cream PLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 5/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">150</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">184,186</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 5/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">105</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">159,916</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 5 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Food &amp; Staples Retailing (concluded)</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">Rite Aid Corp., 9.25%, 3/15/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,095</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,207,238</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,650,121</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Food Products&nbsp;&mdash; 0.3%</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">Anna Merger Sub, Inc., 7.75%, 10/01/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">635</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">650,875</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">Boparan Finance PLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.38%, 7/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">105</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">114,242</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 7/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">115</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">154,949</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">Smithfield Foods, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 8/01/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">193</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">204,580</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 8/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">783</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">847,597</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">Univeg Holding BV, 7.88%, 11/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">135</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">149,401</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">2,121,644</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Health Care Equipment &amp; Supplies&nbsp;&mdash; 0.2%</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">Biomet, Inc., 6.50%, 10/01/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">418</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">442,662</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">DJO Finance LLC/DJO Finance Corp., 8.75%, 3/15/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">413</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">433,650</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">Teleflex, Inc., 6.88%, 6/01/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">675</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">707,063</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,583,375</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Health Care Providers &amp; Services&nbsp;&mdash; 2.1%</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">Acadia Healthcare Co., Inc., 5.13%, 7/01/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">240</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">240,600</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">Amsurg Corp., 5.63%, 7/15/22 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,016</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,041,400</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">Aviv Healthcare Properties LP/Aviv Healthcare Capital Corp., 7.75%, 2/15/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">995</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,044,750</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">CHS/Community Health Systems, Inc. (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 8/15/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">490</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">504,087</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.88%, 2/01/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,404</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,486,485</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">Crown Newco 3 PLC, 7.00%, 2/15/18 (b)(d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">205</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">333,161</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">DaVita HealthCare Partners, Inc., 5.13%, 7/15/24 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,093</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,121,008</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">HCA Holdings, Inc., 7.75%, 5/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">285</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">305,663</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">HCA, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.75%, 3/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">786</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">782,954</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 2/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">160</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">177,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 3/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">82</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">89,175</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 5/01/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">108</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">108,675</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 3/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">335</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">339,188</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">Hologic, Inc., 6.25%, 8/01/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,289</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,334,921</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">Kindred Healthcare, Inc., 6.38%, 4/15/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">186</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">179,490</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">Omnicare, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 12/01/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">165</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">167,475</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 12/01/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">104</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">106,080</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Health Care Providers &amp; Services (concluded)</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">Tenet Healthcare Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 11/01/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">264</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">285,780</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 3/01/19 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">911</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">897,335</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.75%, 6/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">520</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">526,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 10/01/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">811</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">862,701</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.13%, 4/01/22 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,098</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,227,015</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">Voyage Care Bondco PLC, 6.50%, 8/01/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">355</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">565,600</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">13,727,043</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 4.6%</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">Caesars Entertainment Operating Co., Inc., 9.00%, 2/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,255</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,165,931</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">Carlson Travel Holdings, Inc., 7.50% (7.50% Cash or 8.25% PIK), 8/15/19 (b)(f)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">204</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">205,530</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">CDW LLC/CDW Finance Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 8/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">535</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">559,744</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 12/01/24 (d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,147</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,144,132</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">Enterprise Funding Ltd., Series ETI, 3.50%, 9/10/20 (g)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">147,062</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">Enterprise Inns PLC, 6.50%, 12/06/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">926</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,491,974</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">GLP Capital LP/GLP Financing II, Inc., 4.38%, 11/01/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">357</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">365,925</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">Greektown Holdings LLC/Greektown Mothership Corp., 8.88%, 3/15/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">485</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">493,488</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">New Red Finance, Inc., 6.00%, 4/01/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">860</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">881,500</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">Six Flags Entertainment Corp., 5.25%, 1/15/21 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">576</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">577,440</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">Snai SpA, 7.63%, 6/15/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">205</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">258,835</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">Spirit Issuer PLC (c):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series A1, 1.11%, 12/28/28</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">498</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">662,873</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series A2, 3.26%, 12/28/31</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,800</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,727,251</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series A5, 5.47%, 12/28/34</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,888,419</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series A6, 2.36%, 12/28/36</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,670</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,014,144</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">Station Casinos LLC, 7.50%, 3/01/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,245</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,368,475</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">Tropicana Entertainment LLC/Tropicana Finance Corp., 9.63%, 12/15/14 (a)(j)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">375</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</TD>
    <TD STYLE="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">The Unique Pub Finance Co. PLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series A3, 6.54%, 3/30/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,250</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,010,946</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series A4, 5.66%, 6/30/27</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">781</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,214,503</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">30,178,172</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Household Durables&nbsp;&mdash; 1.4%</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">Ashton Woods USA LLC/Ashton Woods Finance Co., 6.88%, 2/15/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">510</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">497,250</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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</div><br style="clear:both"><br style="clear:both">

<!-- Field: Page; Sequence: 6 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->6<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Household Durables (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Beazer Homes USA, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 4/15/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">910</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">953,225</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 6/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">523</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">502,080</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">Berkline/Benchcraft LLC, 4.50%, 11/03/15</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</TD>
    <TD STYLE="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">Brookfield Residential Properties, Inc., 6.50%, 12/15/20 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">925</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">980,500</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">Brookfield Residential Properties, Inc./Brookfield Residential US Corp., 6.13%, 7/01/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">259</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">271,950</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">K. Hovnanian Enterprises, Inc., 7.25%, 10/15/20 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,130</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,252,475</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">KB Home, 7.25%, 6/15/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">880</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">953,700</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">Standard Pacific Corp., 8.38%, 1/15/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,155,000</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">Taylor Morrison Communities, Inc./Monarch Communities, Inc., 5.25%, 4/15/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">597</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">599,985</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">Tri Pointe Holdings, Inc. (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.38%, 6/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">495,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 6/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">340</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">346,800</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">9,007,965</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Household Products&nbsp;&mdash; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Spectrum Brands, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 11/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">264,375</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 11/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">285</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">303,525</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">567,900</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Independent Power and Renewable Electricity Producers&nbsp;&mdash; 0.9%</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">The AES Corp., 7.75%, 10/15/15 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">534</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">560,700</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">Baytex Energy Corp. (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 6/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">170</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">156,400</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 6/01/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">61</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">54,595</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">Calpine Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 1/15/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">143</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">152,653</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 1/15/23 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,099</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,114,111</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 1/15/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">438</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">465,375</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 1/15/25 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">962</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">978,835</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">Dynegy Finance I, Inc./Dynegy Finance II, Inc., 6.75%, 11/01/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,180</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,227,200</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">NRG Energy, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.88%, 5/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">177</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">191,603</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 5/01/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">267</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">273,007</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">NRG REMA LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series B, 9.24%, 7/02/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">63</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">67,073</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series C, 9.68%, 7/02/26 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">589</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">636,120</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">5,877,672</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Insurance&nbsp;&mdash; 1.5%</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">Allied World Assurance Co., Ltd., 7.50%, 8/01/16 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,298,155</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</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="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Insurance (concluded)</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">CNO Financial Group, Inc., 6.38%, 10/01/20 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">304</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">323,760</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">Forethought Financial Group, Inc., 8.63%, 4/15/21 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">750</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">859,552</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">Genworth Holdings, Inc., 4.80%, 2/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">240</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">209,578</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">Hockey Merger Sub 2, Inc., 7.88%, 10/01/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">255</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">264,563</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">MPL 2 Acquisition Canco, Inc., 9.88%, 8/15/18 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">595</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">636,650</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">Muenchener Rueckversicherungs AG, 6.00%, 5/26/41 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">400</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">601,551</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Pension Insurance Corp. PLC, 6.50%, 7/03/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">125</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">199,362</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">Prudential Holdings LLC, 8.70%, 12/18/23 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,871</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,688,373</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">10,081,544</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Internet Software &amp; Services&nbsp;&mdash; 0.2%</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">IAC/InterActiveCorp, 4.88%, 11/30/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">695</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">714,112</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">Interactive Data Corp., 5.88%, 4/15/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">741</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">743,779</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,457,891</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">IT Services&nbsp;&mdash; 1.4%</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">Ceridian Corp., 8.88%, 7/15/19 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,395</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,548,450</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">Ceridian HCM Holding, Inc., 11.00%, 3/15/21 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">954</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,063,710</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">Epicor Software Corp., 8.63%, 5/01/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,260</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,326,150</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">First Data Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 6/15/19 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,775</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,868,187</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 11/01/20 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">813</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">865,845</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">11.75%, 8/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">713</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">825,298</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">SunGard Data Systems, Inc., 6.63%, 11/01/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">900</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">918,000</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">WEX, Inc., 4.75%, 2/01/23 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">550</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">533,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">8,949,140</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Media&nbsp;&mdash; 5.5%</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">Adria Bidco BV, 7.88%, 11/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">140</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">184,180</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">Altice Financing SA, 6.50%, 1/15/22 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">850</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">858,500</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">Altice SA:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.25%, 5/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">400</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">517,275</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 5/15/22 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,050</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,085,437</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">AMC Networks, Inc., 7.75%, 7/15/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">865</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">940,687</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">CBS Outdoor Americas Capital LLC/CBS Outdoor Americas Capital Corp. (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.25%, 2/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">105</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">107,625</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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</div><br style="clear:both"><br style="clear:both">

<!-- Field: Page; Sequence: 7 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->7<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Media (continued)</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">CBS Outdoor Americas Capital LLC/CBS Outdoor Americas Capital Corp. (b) (concluded):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 2/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">95</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">97,969</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">CCOH Safari LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 12/01/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">993</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,004,171</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 12/01/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,969</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,981,306</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">Cengage Learning Acquisitions, Inc., 11.50%, 4/15/20 (a)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">509</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</TD>
    <TD STYLE="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">Clear Channel Worldwide Holdings, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.63%, 3/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">677</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">704,757</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 11/15/22 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">965</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000,994</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 11/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">213</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">222,053</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">Columbus International, Inc., 7.38%, 3/30/21 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,375</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,464,375</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">DISH DBS Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.13%, 2/01/16 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">212,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.25%, 4/01/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,330</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,353,275</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 11/15/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,336</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,346,020</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">DreamWorks Animation SKG, Inc., 6.88%, 8/15/20 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">305</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">317,963</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">Gannett Co., Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 10/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">197</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">204,634</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 7/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">218</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">225,085</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 10/15/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">304</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">327,180</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">Gray Television, Inc., 7.50%, 10/01/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">428</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">442,980</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">iHeartCommunications, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 12/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">345</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">338,963</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 3/01/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">966</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">941,850</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 9/15/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">755</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">736,125</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">Inmarsat Finance PLC, 4.88%, 5/15/22 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">825</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">822,938</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">Intelsat Jackson Holdings SA:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.25%, 10/15/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,660</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,761,675</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.50%, 8/01/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">515</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">507,275</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">Intelsat Luxembourg SA, 6.75%, 6/01/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">800</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">820,000</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">Level 3 Escrow II, Inc., 5.38%, 8/15/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,055</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,065,550</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">Live Nation Entertainment, Inc., 7.00%, 9/01/20 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">185</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">197,025</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">MDC Partners, Inc., 6.75%, 4/01/20 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">733</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">756,823</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">Media General Financing Sub, Inc., 5.88%, 11/15/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">303</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">304,515</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">Midcontinent Communications &amp; Midcontinent Finance Corp., 6.25%, 8/01/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">245</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">252,350</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">NAI Entertainment Holdings/NAI Entertainment Holdings Finance Corp., 5.00%, 8/01/18 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">345</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">357,075</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Media (concluded)</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">Nielsen Finance LLC/Nielsen Finance Co., 5.00%, 4/15/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">330</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">332,475</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">Numericable Group SA:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 5/15/19 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,770</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,750,087</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.38%, 5/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">110</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">143,618</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 5/15/22 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,530</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,554,128</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 5/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">260</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">340,270</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 5/15/24 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">510</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">519,563</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">RCN Telecom Services LLC/RCN Capital Corp., 8.50%, 8/15/20 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">800</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">856,000</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">Sinclair Television Group, Inc., 5.63%, 8/01/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">191</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">186,225</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">Sirius XM Radio, Inc., 5.75%, 8/01/21 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">424</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">443,080</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">Sterling Entertainment Corp., 10.00%, 12/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,175</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,198,500</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">Townsquare Radio LLC/Townsquare Radio, Inc., 9.00%, 4/01/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">789</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">852,120</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">Unitymedia Hessen GmbH &amp; Co. KG/Unitymedia NRW GmbH, 7.50%, 3/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,440</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,515,600</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">Virgin Media Secured Finance PLC, 6.00%, 4/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,274</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,100,352</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">VTR Finance BV, 6.88%, 1/15/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">512</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">538,880</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">35,792,028</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Metals &amp; Mining&nbsp;&mdash; 2.0%</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">Alcoa, Inc., 5.13%, 10/01/24 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,523</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,604,988</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">ArcelorMittal (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.25%, 8/05/15</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">738</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">751,837</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 6/01/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">612</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">648,720</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">Constellium NV:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.63%, 5/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">195</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">237,017</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 5/15/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">358</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">343,680</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">Global Brass &amp; Copper, Inc., 9.50%, 6/01/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">695</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">758,419</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">Kaiser Aluminum Corp., 8.25%, 6/01/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">510</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">559,725</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">Novelis, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.38%, 12/15/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">175</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">182,438</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.75%, 12/15/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,906</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,153,010</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">Peabody Energy Corp., 6.50%, 9/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">408</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">382,500</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">Perstorp Holding AB, 8.75%, 5/15/17 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">290</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">297,250</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">Ryerson, Inc./Joseph T Ryerson &amp; Son, Inc., 9.00%, 10/15/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">160</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">163,200</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">Steel Dynamics, Inc. (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.13%, 10/01/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">645</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">669,187</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 8/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">555</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">596,625</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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<!-- Field: Page; Sequence: 8 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->8<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Metals &amp; Mining (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">ThyssenKrupp AG, 3.13%, 10/25/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">400</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">523,252</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">Wise Metals Group LLC/Wise Alloys Finance Corp., 8.75%, 12/15/18 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,156</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,306,920</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">13,178,768</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Multiline Retail&nbsp;&mdash; 0.2%</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">Hema Bondco I BV, 6.25%, 6/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">205</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">218,583</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">The Neiman Marcus Group Ltd., 8.00%, 10/15/21 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">856</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">911,640</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,130,223</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Oil, Gas &amp; Consumable Fuels&nbsp;&mdash; 4.3%</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">Access Midstream Partners LP/ACMP Finance Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 5/15/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">455</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">464,100</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 3/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">209</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">213,180</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">Antero Resources Finance Corp., 5.38%, 11/01/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">774</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">764,325</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">Athlon Holdings LP/Athlon Finance Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 4/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">165</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">188,719</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 5/01/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">149</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">161,293</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">Bonanza Creek Energy, Inc., 6.75%, 4/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">95</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">90,250</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">California Resources Corp., 6.00%, 11/15/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,280</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,141,600</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">Chaparral Energy, Inc., 7.63%, 11/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">305</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">279,075</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">Cimarex Energy Co., 4.38%, 6/01/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">206</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">203,425</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">Concho Resources, Inc., 5.50%, 4/01/23 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,365</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,344,525</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">CONSOL Energy, Inc., 5.88%, 4/15/22 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,653</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,648,867</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">El Paso LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.80%, 8/01/31</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">116</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">145,373</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 1/15/32 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">556</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">702,784</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">Energy Transfer Equity LP, 5.88%, 1/15/24 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">875</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">927,500</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">Energy XXI Gulf Coast, Inc., 6.88%, 3/15/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">64</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">48,000</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">EnQuest PLC, 7.00%, 4/15/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">228</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">180,120</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">EP Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">450</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">469,125</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">Hilcorp Energy I LP/Hilcorp Finance Co., 5.00%, 12/01/24 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">520</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">481,000</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">Kinder Morgan Energy Partners LP (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.15%, 2/01/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">640</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">643,515</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.25%, 9/01/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,035</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,044,767</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Oil, Gas &amp; Consumable Fuels (continued)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Kinder Morgan Finance Co. LLC, 6.00%, 1/15/18 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,285</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,426,350</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">Kinder Morgan, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.05%, 12/01/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">630</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">633,393</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 2/15/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">302</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">322,385</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 11/15/23 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">306</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">335,453</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">Laredo Petroleum, Inc., 7.38%, 5/01/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">132</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">133,320</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">Linn Energy LLC/Linn Energy Finance Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.63%, 4/15/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,083</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">980,115</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.75%, 2/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">215</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">191,350</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">Memorial Production Partners LP/Memorial Production Finance Corp., 7.63%, 5/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">344</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">309,600</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">NGPL PipeCo LLC, 9.63%, 6/01/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">353</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">378,592</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">Oasis Petroleum, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.25%, 2/01/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">380</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">357,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 11/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">410</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">396,675</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">Range Resources Corp., 5.75%, 6/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">161</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">169,050</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">RKI Exploration &amp; Production LLC/RKI Finance Corp., 8.50%, 8/01/21 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">97</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">92,150</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">Rose Rock Midstream LP/Rose Rock Finance Corp., 5.63%, 7/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">376</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">366,600</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">Rosetta Resources, Inc., 5.63%, 5/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">379</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">361,945</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">RSP Permian, Inc., 6.63%, 10/01/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">359</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">349,128</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">Sabine Pass Liquefaction LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 4/15/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">536</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">546,720</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.75%, 5/15/24 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">456</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">461,130</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">Sabine Pass LNG LP, 7.50%, 11/30/16 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,110</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,304,375</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">Sanchez Energy Corp., 6.13%, 1/15/23 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">681</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">612,900</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">SandRidge Energy, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">8.75%, 1/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">79</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">65,570</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 2/15/23 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">921</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">709,170</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">Seventy Seven Energy, Inc., 6.50%, 7/15/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">258</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">197,370</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">Southern Star Central Corp., 5.13%, 7/15/22 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">935</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">935,000</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">Summit Midstream Holdings LLC/Summit Midstream Finance Corp., 7.50%, 7/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">636</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">686,880</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">Tesoro Logistics LP/Tesoro Logistics Finance Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 10/01/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">138</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">140,070</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.25%, 10/15/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">677</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">690,540</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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</div><br style="clear:both"><br style="clear:both">

<!-- Field: Page; Sequence: 9 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->9<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Oil, Gas &amp; Consumable Fuels (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Ultra Petroleum Corp., 5.75%, 12/15/18 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">425</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">412,781</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">Whiting Petroleum Corp., 5.00%, 3/15/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,426</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,386,785</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">28,094,140</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Paper &amp; Forest Products&nbsp;&mdash; 0.0%</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">NewPage Corp., 11.38%, 12/31/14 (a)(j)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,177</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Pharmaceuticals&nbsp;&mdash; 1.1%</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">Capsugel SA, 7.00% (7.00% Cash or 7.75% PIK), 5/15/19 (b)(f)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">156</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">157,950</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">Endo Finance LLC/Endo Finco, Inc. (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 12/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">135</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">141,413</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.25%, 1/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">121</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">129,470</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">Grifols Worldwide Operations Ltd., 5.25%, 4/01/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">759</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">781,770</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">Mallinckrodt International Finance SA, 5.75%, 8/01/22 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">830</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">848,675</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">Valeant Pharmaceuticals International, Inc. (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 8/15/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,214</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,366,212</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.88%, 12/01/18 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,210</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,253,862</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 10/15/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">613</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">635,994</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 7/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">335</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">361,800</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 12/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">520</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">525,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">7,202,346</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Professional Services&nbsp;&mdash; 0.1%</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">Truven Health Analytics, Inc., 10.63%, 6/01/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">540</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">550,800</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Real Estate Investment Trusts (REITs)&nbsp;&mdash; 0.5%</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">Felcor Lodging LP, 6.75%, 6/01/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">820</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">852,800</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">iStar Financial, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.00%, 11/01/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">435</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">428,475</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 7/01/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">305</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">298,900</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">Rayonier AM Products, Inc., 5.50%, 6/01/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">64</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">59,520</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">Ventas Realty LP/Ventas Capital Corp., 4.75%, 6/01/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,300</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,418,373</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,058,068</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Real Estate Management &amp; Development&nbsp;&mdash; 0.9%</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">Grand City Properties SA, Series D, 2.00%, 10/29/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">122,976</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">Realogy Corp. (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.63%, 1/15/20 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,837</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,993,145</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 1/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">301</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">331,853</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Real Estate Management &amp; Development (concluded)</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">Realogy Group LLC/Realogy Co-Issuer Corp., 4.50%, 4/15/19 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">759</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">757,102</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">Rialto Holdings LLC/Rialto Corp., 7.00%, 12/01/18 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">220</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">224,950</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">Shea Homes LP/Shea Homes Funding Corp., 8.63%, 5/15/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,110</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,236,600</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">5,666,626</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Road &amp; Rail&nbsp;&mdash; 1.1%</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">Asciano Finance Ltd., 3.13%, 9/23/15 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,400</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,450,096</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">EC Finance PLC, 5.13%, 7/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">180</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">230,527</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">Florida East Coast Holdings Corp., 6.75%, 5/01/19 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,170</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,196,325</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">The Hertz Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.50%, 10/15/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">540</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">560,250</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.75%, 4/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">405</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">418,162</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 10/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">435</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">439,350</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.38%, 1/15/21 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">675</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">712,125</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">Watco Cos. LLC/Watco Finance Corp., 6.38%, 4/01/23 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">319</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">324,582</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">7,331,417</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Semiconductors &amp; Semiconductor Equipment&nbsp;&mdash; 0.2%</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">Micron Technology, Inc., 5.50%, 2/01/25 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">840</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">844,200</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">NXP BV/NXP Funding LLC, 5.75%, 2/15/21 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">560</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">592,200</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">Sensata Technologies BV, 5.63%, 11/01/24 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">179</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">189,964</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,626,364</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Software&nbsp;&mdash; 0.7%</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">Infor Software Parent LLC/Infor Software Parent, Inc., 7.13% &nbsp;(7.13% Cash or 7.88% PIK), 5/01/21 (b)(f)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">744</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">742,140</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">Infor US, Inc., 9.38%, 4/01/19 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,163,100</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">Nuance Communications, Inc., 5.38%, 8/15/20 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,715</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,727,863</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">4,633,103</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Specialty Retail&nbsp;&mdash; 0.3%</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">Magnolia BC SA, 9.00%, 8/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">171</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">204,125</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">New Look Bondco I PLC, 8.75%, 5/14/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">164,791</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">Party City Holdings, Inc., 8.88%, 8/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">374</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">402,985</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">PC Nextco Holdings LLC/PC Nextco Finance, Inc., 8.75%, 8/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">252</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">255,780</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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<!-- Field: Page; Sequence: 10 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->10<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Specialty Retail (concluded)</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">Sally Holdings LLC/Sally Capital, Inc., 5.50%, 11/01/23 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">508</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">533,400</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">THOM Europe SAS, 7.38%, 7/15/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">230</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">265,259</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,826,340</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Textiles, Apparel &amp; Luxury Goods&nbsp;&mdash; 0.2%</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">Levi Strauss &amp; Co., 6.88%, 5/01/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">380</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">413,250</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">Springs Industries, Inc., 6.25%, 6/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">645</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">630,488</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">The William Carter Co., 5.25%, 8/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">346</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">358,975</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,402,713</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Trading Companies &amp; Distributors&nbsp;&mdash; 0.2%</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">Ashtead Capital, Inc. (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 7/15/22 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,054</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,130,415</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.63%, 10/01/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">420</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">443,100</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,573,515</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Transportation Infrastructure&nbsp;&mdash; 1.9%</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">Aguila 3 SA, 7.88%, 1/31/18 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">686</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">672,280</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">Federal Express Corp. 2012 Pass-Through Trust, 2.63%, 1/15/18 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">917</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">929,412</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">JCH Parent, Inc., 10.50% (10.50% Cash or 11.25% PIK), 3/15/19 (b)(f)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">878</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">829,710</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">Penske Truck Leasing Co. LP/PTL Finance Corp. (b)(e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.13%, 5/11/15</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,372</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,407,565</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.38%, 3/15/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,155</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,441,275</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">12,280,242</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Wireless Telecommunication Services&nbsp;&mdash; 2.0%</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">Digicel Ltd., 6.00%, 4/15/21 (b)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,073</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,031,540</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">The Geo Group, Inc., 5.88%, 1/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">340</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">351,050</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">SBA Communications Corp., 4.88%, 7/15/22 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">815</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">792,587</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">Sprint Communications, Inc. (b)(e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">9.00%, 11/15/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,020</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,338,150</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 3/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,141</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,255,813</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">Sprint Corp. (e):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.88%, 9/15/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,735</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,817,412</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.13%, 6/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">590</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">583,362</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">T-Mobile USA, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.63%, 4/28/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">263</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">270,890</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.13%, 1/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">75</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">76,313</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.73%, 4/28/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">173</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">179,055</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.00%, 3/01/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">478</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">485,170</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 1/15/24</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">535</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">547,038</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Corporate Bonds</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Wireless Telecommunication Services (concluded)</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">T-Mobile USA, Inc.&nbsp;(concluded):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.38%, 3/01/25 (e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,520</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,542,800</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">Wind Acquisition Finance SA, 4.00%, 7/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">695</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">863,747</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">13,134,927</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Corporate Bonds</B> &mdash; <B>57.3%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">375,290,222</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD></TR> <TR> <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</TD> <TD>&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Aerospace &amp; Defense&nbsp;&mdash; 0.9%</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">BE Aerospace, Inc., 2014 Term Loan B, 4.25%, 11/19/21 (d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">910</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">910,946</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">DigitalGlobe, Inc., Term Loan B, 3.75%, 1/31/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,280</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,274,494</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">TASC, Inc., 2nd Lien Term Loan, 12.00%, 5/30/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,375</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,393,329</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">Transdigm, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan C, 3.75%, 2/28/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">648</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">642,050</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan D, 3.75%, 6/04/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">299</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">296,305</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">TransUnion LLC, Term Loan, 4.00%, 4/09/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,572</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,557,857</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">6,074,981</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Air Freight &amp; Logistics&nbsp;&mdash; 0.4%</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">CEVA Group PLC, Synthetic LC, 6.50%, 3/19/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">678</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">640,703</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">CEVA Intercompany BV, Synthetic LC, 6.50%, 3/19/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">712</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">672,273</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">CEVA Logistics Canada ULC, Canadian Term Loan, 6.50%, 3/19/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">123</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">115,909</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">CEVA Logistics U.S. Holdings, Inc., Term Loan, 6.50%, 3/19/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">981</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">927,273</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">2,356,158</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Airlines&nbsp;&mdash; 0.1%</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">Northwest Airlines, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2.18%, 3/10/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">376</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">364,358</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1.56%, 9/10/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">552</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">525,090</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">US Airways Group, Inc., Term Loan B1, 3.50%, 5/23/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,677</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">896,125</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Auto Components&nbsp;&mdash; 1.9%</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">Affinia Group Intermediate Holdings, Inc., Term Loan B2, 4.75%, 4/27/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">741</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">741,850</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">Autoparts Holdings Ltd.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 6.50%, 7/29/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">960</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">960,252</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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<!-- Field: Page; Sequence: 11 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->11<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Auto Components (concluded)</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">Autoparts Holdings Ltd. (concluded):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 10.50%, 1/29/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,250</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,219,787</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">Dayco Products LLC, Term Loan B, 5.25%, 12/12/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">854</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">850,025</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">Gates Global, Inc., Term Loan B, 4.25%, 7/05/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,340</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,305,364</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">Goodyear Tire &amp; Rubber Co., 2nd Lien Term Loan, 4.75%, 4/30/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,985</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,993,388</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">INA Beteiligungsgesellschaft mbH, Term Loan B, 4.25%, 5/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">975</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">975,946</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">Transtar Holding Co., 1st Lien Term Loan, 5.75%, 10/09/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,248</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,235,946</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">12,282,558</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Banks&nbsp;&mdash; 0.1%</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">Redtop Acquisitions Ltd.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 4.50%, 12/03/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">417</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">417,892</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.25%, 6/03/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">352</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">352,778</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">770,670</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Beverages&nbsp;&mdash; 0.0%</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">Le-Nature's, Inc., Tranche B Term Loan, 10.25%, 3/01/11 (a)(j)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Building Products&nbsp;&mdash; 1.1%</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">Continental Building Products LLC, 1st Lien Term Loan, 4.00%, 8/28/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">831</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">817,333</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">CPG International, Inc., Term Loan, 4.75%, 9/30/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,635</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,630,756</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">GYP Holdings III Corp., 1st Lien Term Loan, 4.75%, 4/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">940</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">924,413</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">Jeld-Wen, Inc., Term Loan B, 5.25%, 10/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,025</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,021,802</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">Ply Gem Industries, Inc., Term Loan, 4.00%, 2/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,144</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,128,997</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">United Subcontractors, Inc., Term Loan, 4.24%, 6/30/15</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">172</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">162,963</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">Wilsonart LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Incremental Term Loan B2, 4.00%, 10/31/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">764</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">751,333</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Building Products (concluded)</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">Wilsonart LLC (concluded):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 4.00%, 10/31/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">806</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">792,059</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">7,229,656</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Capital Markets&nbsp;&mdash; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Affinion Group, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.50%, 10/12/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">633</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">584,517</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 6.75%, 4/30/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">523</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500,386</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">American Capital Holdings, Inc., 2017 Term Loan, 3.50%, 8/22/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">576</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">570,913</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,655,816</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Chemicals&nbsp;&mdash; 1.4%</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">Evergreen Acqco 1 LP, Term Loan, 5.00%, 7/09/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">767</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">764,737</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">INEOS US Finance LLC, 6 Year Term Loan, 3.75%, 5/04/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">660</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">652,401</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">MacDermid, Inc., 1st Lien Term Loan, 4.00%, 6/07/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">662</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">651,535</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">Minerals Technologies, Inc., Term Loan B, 4.00%, 5/09/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,271</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,269,138</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">Nexeo Solutions LLC, Term Loan B, 5.00%, 9/08/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,255</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,244,050</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">OXEA Finance LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.25%, 7/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">705</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">683,850</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B2, 4.25%, 1/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">673</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">658,895</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">Royal Adhesives and Sealants LLC, 1st Lien Term Loan, 5.50%, 7/31/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">771</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">771,925</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">Solenis International LP:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 4.25%, 7/31/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">520</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">512,528</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 7.75%, 7/31/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,050</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,028,674</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">Tata Chemicals North America, Inc., Term Loan B, 3.75%, 8/07/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">657</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">646,837</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">8,884,570</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Commercial Services &amp; Supplies&nbsp;&mdash; 1.5%</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">ADS Waste Holdings, Inc., Term Loan, 3.75%, 10/09/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,010</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">990,742</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">Brand Energy &amp; Infrastructure Services, Inc., Term Loan B, 4.75%, 11/26/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,563</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,553,090</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">Catalent Pharma Solutions, Inc., Term Loan:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">6.50%, 12/29/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">54</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">54,423</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->12<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Commercial Services &amp; Supplies (concluded)</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">Catalent Pharma Solutions, Inc., Term Loan (concluded):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">B, 4.25%, 5/20/21 (d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,353</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,354,561</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">Connolly Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 5.00%, 5/14/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,172</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,174,629</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.00%, 5/14/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">998,750</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">Koosharem LLC, Exit Term Loan, 7.50%, 5/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,870</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,856,285</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">Livingston International, Inc., 1st Lien Term Loan, 5.00%, 4/18/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">337</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">325,443</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">Spin Holdco, Inc., Term Loan B, 4.25%, 11/14/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,773</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,760,905</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">10,068,828</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Communications Equipment&nbsp;&mdash; 1.7%</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">Amaya Holdings BV:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 5.00%, 8/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">975</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">973,479</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.00%, 8/01/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,960</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,029,300</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">Applied Systems, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 4.25%, 1/25/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">328</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">325,723</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 7.50%, 1/23/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">265</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">264,669</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">Avaya, Inc., Extended Term Loan B3, 4.65%, 10/26/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">758</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">735,875</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">CommScope, Inc., Term Loan B3, 2.83%, 1/21/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">433</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">430,959</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">Telesat Canada, Term Loan A, 4.37%, 3/24/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">CAD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,606</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,400,622</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">Zayo Group LLC/Zayo Capital, Inc., Term Loan B, 4.00%, 7/02/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,745</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,737,894</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">10,898,521</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Construction &amp; Engineering&nbsp;&mdash; 0.1%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Centaur Acquisition LLC, 2nd Lien Term Loan, 8.75%, 2/20/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">710</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">720,650</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Construction Materials&nbsp;&mdash; 0.4%</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">Filtration Group Corp., 1st Lien Term Loan, 4.50%, 11/21/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">501</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500,742</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">HD Supply, Inc., Term Loan B, 4.00%, 6/28/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,864</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,856,859</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">2,357,601</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Containers &amp; Packaging&nbsp;&mdash; 0.2%</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">Ardagh Holdings USA, Inc., Incremental Term Loan, 4.00%, 12/17/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">383</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">381,478</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Containers &amp; Packaging (concluded)</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">Berry Plastics Holding Corp., Term Loan E, 3.75%, 1/06/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">904</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">891,253</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,272,731</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Distributors&nbsp;&mdash; 0.3%</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">ABC Supply Co., Inc., Term Loan, 3.50%, 4/16/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,084</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,043,584</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">American Tire Distributors Holdings, Inc., Term Loan B, 5.75%, 6/01/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">199</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">199,249</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">2,242,833</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Consumer Services&nbsp;&mdash; 0.6%</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">Allied Security Holdings LLC, 1st Lien Term Loan, 4.25%, 2/12/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">515</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">511,441</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">Garda World Securities Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Delayed Draw Term Loan, 4.00%, 11/06/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">76</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">74,648</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 4.00%, 11/06/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">296</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">291,804</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">ROC Finance LLC, Term Loan, 5.00%, 6/20/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">624</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">595,440</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">ServiceMaster Company, 2014 Term Loan B, 4.25%, 7/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,090</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,082,642</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">Weight Watchers International, Inc., Term Loan B2, 4.00%, 4/02/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,652</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,283,829</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,839,804</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 0.5%</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">Reynolds Group Holdings, Inc., Dollar Term Loan, 4.00%, 12/01/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,506</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,499,903</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">RPI Finance Trust, Term Loan B3, 3.25%, 11/09/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">446</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">444,099</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">SAM Finance Luxembourg Sarl, Term Loan, 4.25%, 12/17/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,117</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,120,750</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,064,752</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Telecommunication Services&nbsp;&mdash; 1.9%</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">Consolidated Communications, Inc., Term Loan B, 4.25%, 12/23/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,221</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,225,922</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">Hawaiian Telcom Communications, Inc., Term Loan B, 5.00%, 6/06/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,720</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,720,609</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">Integra Telecom, Inc. :</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 9.75%, 2/21/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,270</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,259,688</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 5.25%, 2/22/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,157</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,148,336</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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<!-- Field: Page; Sequence: 13 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->13<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Diversified Telecommunication Services (concluded)</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">Level 3 Financing, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2019 Term Loan, 4.00%, 8/01/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">659</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">657,071</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2020 Term Loan B, 4.00%, 1/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,240</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,233,640</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Incremental Term Loan B5, 4.50%, 1/31/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,320</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,323,709</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">12,568,975</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Electric Utilities&nbsp;&mdash; 0.3%</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">American Energy - Utica LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Delayed Draw Term Loan, 11.00%, 9/30/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">496</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">481,199</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Incremental 2nd Lien Term Loan, 11.00%, 9/30/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">496</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">481,274</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">Energy Future Intermediate Holding Co LLC, DIP Term Loan, 4.25%, 6/19/16</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">830</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">830,523</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,792,996</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Electrical Equipment&nbsp;&mdash; 1.0%</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">Texas Competitive Electric Holdings Co. LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">DIP Term Loan, 3.75%, 5/05/16</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">866</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">871,164</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Extended Term Loan, 4.65%, 10/10/17 (a)(j)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,640</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,532,888</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">6,404,052</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Electronic Equipment, Instruments &amp; Components&nbsp;&mdash; 0.1%</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">CDW LLC, Term Loan, 3.25%, 4/29/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">837</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">825,348</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Energy Equipment &amp; Services&nbsp;&mdash; 0.2%</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">Dynegy Holdings, Inc., Term Loan B2, 4.00%, 4/23/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,096</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,091,839</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Food &amp; Staples Retailing&nbsp;&mdash; 0.3%</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">New Albertson's, Inc., Term Loan, 4.75%, 6/27/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">630</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">626,850</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">Rite Aid Corp., 2nd Lien Term Loan, 5.75%, 8/21/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">240</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">241,999</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">Supervalu, Inc., Refinancing Term Loan B, 4.50%, 3/21/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">902</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">897,431</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,766,280</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Food Products&nbsp;&mdash; 1.4%</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">Del Monte Foods, Inc., 1st Lien Term Loan, 4.25%, 2/18/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">640</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">593,431</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">Diamond Foods, Inc., Term Loan, 4.25%, 8/20/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,499</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,487,435</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">Dole Food Co., Inc., Term Loan B, 4.50%, 11/01/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,043</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,037,859</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Food Products (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Hearthside Group Holdings LLC, Term Loan, 4.50%, 6/02/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">673</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">673,312</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">Pabst Brewing Company, Inc., Term Loan, 5.75%, 10/21/21 (d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">884</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">884,301</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">Performance Food Group Co., 2nd Lien Term Loan, 6.25%, 11/14/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,037</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,031,048</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">Pinnacle Foods Finance LLC, Term Loan G, 3.00%, 4/29/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,038</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,022,516</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">Reddy Ice Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 6.75%, 5/01/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,468</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,320,885</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 10.75%, 11/01/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,380</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,159,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">9,209,987</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Health Care Equipment &amp; Supplies&nbsp;&mdash; 1.8%</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">Arysta LifeScience SPC LLC, 1st Lien Term Loan, 4.50%, 5/29/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">999</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">995,163</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">Biomet, Inc., Term Loan B2, 3.66%, 7/25/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,157</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,154,992</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">Capsugel Holdings US, Inc., Term Loan B, 3.50%, 8/01/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">511</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">505,321</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">DJO Finance LLC, 2017 Term Loan, 4.25%, 9/15/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,692</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,688,818</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">The Hologic, Inc., Term Loan B, 3.25%, 8/01/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,304</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,299,108</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">Immucor, Inc., Refinancing Term Loan B2, 5.00%, 8/17/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">632</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">631,915</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">Millennium Laboratories, Inc., Term Loan B, 5.25%, 4/16/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,820</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,826,135</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">National Vision, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 4.00%, 3/12/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,248</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,221,145</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 6.75%, 3/11/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">340</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">315,350</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">Ortho-Clinical Diagnostics, Inc., Term Loan B, 4.75%, 6/30/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,995</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,975,050</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">11,612,997</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Health Care Providers &amp; Services&nbsp;&mdash; 2.4%</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">Amedisys, Inc., 2nd Lien Term Loan, 8.50%, 6/25/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,360</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,326,000</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">Amsurg Corp., 1st Lien Term Loan B, 3.75%, 7/16/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">459</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">457,212</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">Ardent Medical Services, Inc., Term Loan, 6.75%, 7/02/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">438</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">441,785</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">CareCore National LLC, Term Loan B, 5.50%, 3/05/21 (d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">700</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">701,316</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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<!-- Field: Page; Sequence: 14 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->14<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Health Care Providers &amp; Services (concluded)</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">CHS/Community Health Systems, Inc., Term Loan D, 4.25%, 1/27/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,975</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,981,163</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">ConvaTec, Inc., Term Loan, 4.00%, 12/22/16</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,169</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,167,082</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">DaVita HealthCare Partners, Inc., Term Loan B, 3.50%, 6/24/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,838</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,825,486</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">Envision Acquisition Co. LLC, Term Loan, 5.75%, 11/04/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">896</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">895,950</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">Genesis HealthCare Corp., Term Loan B, 10.00%, 9/25/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,044,871</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">Ikaria, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 5.00%, 2/12/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">174</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">174,861</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.75%, 2/14/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">270</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">271,350</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">inVentiv Health, Inc., Incremental Term Loan B3, 7.75%, 5/15/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">231</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">229,250</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">MPH Acquisition Holdings LLC, Term Loan, 3.75%, 3/31/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">742</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">729,630</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">National Mentor Holdings, Inc., Term Loan B, 4.75%, 1/31/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">577</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">574,526</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">Surgery Center Holdings, Inc., 1st Lien Term Loan, 5.25%, 11/03/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">405</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">404,894</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">Surgical Care Affiliates, Inc., Class C Incremental Term Loan, 4.00%, 6/29/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">593</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">589,538</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">15,814,914</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Health Care Technology&nbsp;&mdash; 0.1%</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">IMS Health, Inc., Term Loan, 3.50%, 3/17/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">627</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">619,278</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 4.1%</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">1011778 B.C. Unlimited Liability Co., 2014 Term Loan B, 4.50%, 10/27/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,875</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,879,106</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">Bronco Midstream Funding LLC, Term Loan B, 5.00%, 8/15/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,221</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,215,042</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">Caesars Entertainment Operating Co., Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Extended Term Loan B6, 6.99%, 3/01/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">931</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">847,598</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B7, 9.75%, 1/28/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,742</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,603,469</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">Caesars Entertainment Resort Properties LLC, Term Loan B, 7.00%, 10/11/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,106</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,956,729</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Hotels, Restaurants &amp; Leisure (concluded)</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">CCM Merger, Inc., Term Loan B, 4.50%, 8/08/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">774</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">773,235</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">Dave &amp; Buster's, Inc., Term Loan, 4.50%, 7/25/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">235</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">235,048</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">Diamond Resorts Corp., Term Loan, 5.50%, 5/09/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,820</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,806,784</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">Four Seasons Holdings, Inc., 2nd Lien Term Loan, 6.25%, 12/27/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">585</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">587,925</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">Great Wolf Resorts, Inc., Term Loan B, 1.00%, 8/06/20 (d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">700</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">697,375</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">Hilton Worldwide Finance LLC, Term Loan B2, 3.50%, 10/26/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,717</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,701,303</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">Intrawest ULC, Term Loan, 5.50%, 12/09/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">610</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">612,298</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">La Quinta Intermediate Holdings LLC, Term Loan B, 4.00%, 4/14/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,698</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,676,764</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">Las Vegas Sands LLC, Term Loan B, 3.25%, 12/19/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">645</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">643,648</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">MGM Resorts International, Term Loan B, 3.50%, 12/20/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,067</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,050,355</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">Pinnacle Entertainment, Inc., Term Loan B2, 3.75%, 8/13/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">694</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">687,027</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">Playa Resorts Holding BV, Term Loan B, 4.00%, 8/06/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">438</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">432,825</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">Sabre, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Incremental Term Loan, 4.50%, 2/19/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">396</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">394,515</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 4.00%, 2/19/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">560</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">555,522</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">Station Casinos LLC, Term Loan B, 4.25%, 3/02/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,335</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,316,208</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">Travelport Finance (Luxembourg) Sarl, 2014 Term Loan B, 6.00%, 9/02/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,200</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,203,216</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">26,875,992</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Household Products&nbsp;&mdash; 0.2%</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">Bass Pro Group LLC, Term Loan, 3.75%, 11/20/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,147</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,139,672</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Independent Power and Renewable Electricity Producers&nbsp;&mdash; 0.3%</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Calpine Corp., Term Loan B1, 4.00%, 4/01/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,046</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,043,989</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">Granite Acquisition, Inc. (d):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 1.00%, 10/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,116</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,121,181</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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</div><br style="clear:both"><br style="clear:both">

<!-- Field: Page; Sequence: 15 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->15<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Independent Power and Renewable Electricity Producers (concluded)</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">Granite Acquisition, Inc. (d) (concluded):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan C, 1.00%, 10/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">49</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">49,332</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">2,214,502</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Industrial Conglomerates&nbsp;&mdash; 0.3%</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">Sequa Corp., Term Loan B, 5.25%, 6/19/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,343</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,284,242</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Insurance&nbsp;&mdash; 0.7%</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">CNO Financial Group, Inc., Term Loan B2, 3.75%, 9/20/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,305</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,290,231</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">Cooper Gay Swett &amp; Crawford of Delaware Holding Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 5.00%, 4/16/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,047</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">978,711</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan C, 8.25%, 10/16/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">440,000</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">Sedgwick Claims Management Services, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 3.75%, 3/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,099</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,076,661</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 6.75%, 2/28/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">665</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">649,485</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">4,435,088</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Internet Software &amp; Services&nbsp;&mdash; 0.5%</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">Dealertrack Technologies, Inc., Term Loan B, 3.50%, 2/28/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,169</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,154,068</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">Go Daddy Operating Co. LLC, Term Loan B, 4.75%, 5/13/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">803</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">800,980</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">Interactive Data Corp., 2014 Term Loan, 4.50%, 5/02/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,446</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,452,522</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,407,570</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">IT Services&nbsp;&mdash; 1.9%</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">Ceridian LLC, Term Loan B2, 4.50%, 5/09/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">551</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">546,405</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">First Data Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2018 Extended Term Loan, 3.66%, 3/23/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,249</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,154,093</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2018 Term Loan, 3.66%, 9/24/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,640</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,617,106</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">InfoGroup, Inc., Term Loan, 7.50%, 5/26/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">754</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">698,551</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">SunGard Availability Services Capital, Inc., Term Loan B, 6.00%, 3/31/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">796</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">707,445</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">SunGard Data Systems, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan C, 3.91%, 2/28/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">705</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">703,237</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan E, 4.00%, 3/08/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">379</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">378,143</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">IT Services (concluded)</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">Vantiv, LLC, 2014 Term Loan B, 3.75%, 6/13/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">948</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">941,115</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">12,746,095</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Leisure Products&nbsp;&mdash; 0.1%</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">Bauer Performance Sports Ltd., Term Loan B, 4.00%, 4/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">422</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">418,823</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Machinery&nbsp;&mdash; 0.8%</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">Alliance Laundry Systems LLC, Refinancing Term Loan, 4.25%, 12/10/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,043</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,037,716</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">Intelligrated, Inc., 1st Lien Term Loan, 4.50%, 7/30/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">943</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">934,775</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">Mueller Water Products, Inc., Term Loan B, 1.00%, 11/19/21 (d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">305</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">306,144</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">Navistar International Corp., Term Loan B, 5.75%, 8/17/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">525</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">529,058</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">Rexnord LLC, 1st Lien Term Loan B, 4.00%, 8/21/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,313</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,303,332</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">Wabash National Corp., Term Loan B, 4.50%, 5/08/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">820</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">821,705</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">4,932,730</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Media&nbsp;&mdash; 4.4%</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">Activision Blizzard, Inc., Term Loan B, 3.25%, 10/12/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,090</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,090,160</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">Advanstar Communications, Inc., 2nd Lien Term Loan, 9.50%, 6/06/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">465</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">467,325</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">Cengage Learning Acquisitions, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">0.00%, 7/03/15</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,005</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">7.00%, 3/31/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,428</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,427,412</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">Charter Communications Operating LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan E, 3.00%, 7/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,170</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,153,735</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan G, 4.25%, 9/12/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,435</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,444,299</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">Clear Channel Communications, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 3.81%, 1/29/16</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">153</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">151,634</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan D, 6.91%, 1/30/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,063</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,817,189</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">Cumulus Media Holdings, Inc., 2013 Term Loan, 4.25%, 12/23/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,315</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,292,397</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">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">207</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">195,926</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">Hemisphere Media Holdings LLC, Term Loan B, 5.00%, 7/30/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">884</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">879,972</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">Intelsat Jackson Holdings SA, Term Loan B2, 3.75%, 6/30/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,514</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,498,234</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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</div><br style="clear:both"><br style="clear:both">

<!-- Field: Page; Sequence: 16 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->16<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Media (concluded)</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">Lions Gate Entertainment Corp., 2nd Lien Term Loan, 5.00%, 7/17/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">395</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">398,456</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">Media General, Inc. (c):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Delayed Draw Term Loan B, 4.25%, 7/31/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">680</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">681,083</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B2, 1.00%, 7/31/20 (d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">490</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">488,775</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">Numericable U.S. LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B1, 4.50%, 5/21/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,106</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,106,237</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B2, 4.50%, 5/21/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">957</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">957,047</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">Salem Communications Corp., Term Loan B, 4.50%, 3/13/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">966</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">952,717</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">Tribune Co., 2013 Term Loan, 4.00%, 12/27/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,083</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,078,066</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">Univision Communications, Inc., Term Loan C4, 4.00%, 3/01/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,417</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,392,423</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">UPC Financing Partnership, Term Loan AG, 3.76%, 3/31/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">442</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">549,760</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">Virgin Media Investment Holdings Ltd.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 3.50%, 6/07/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">410</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">405,535</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan E, 4.25%, 6/30/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">790</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,228,896</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">WideOpenWest Finance LLC, Term Loan B, 4.75%, 4/01/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">728</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">726,107</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">William Morris Endeavor Entertainment LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 5.25%, 5/06/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">543</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">528,782</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.25%, 5/01/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">615</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">596,550</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">Ziggo Financing Partnership:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B1, 3.25%, 1/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">489</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">480,515</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B2A, 3.50%, 1/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">333</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">327,757</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B3, 3.50%, 1/15/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">548</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">539,042</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">28,856,031</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Metals &amp; Mining&nbsp;&mdash; 0.6%</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">Ameriforge Group, Inc., 2nd Lien Term Loan, 8.75%, 12/19/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">255</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">252,292</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">FMG Resources August 2006 Property Ltd., Term Loan B, 3.75%, 6/30/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">502</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">470,288</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">Novelis, Inc., Term Loan, 3.75%, 3/10/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,996</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,992,211</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Metals &amp; Mining (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Windsor Financing LLC, Term Loan B, 6.25%, 12/05/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,502</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,509,391</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">4,224,182</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Multiline Retail&nbsp;&mdash; 0.4%</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">BJ's Wholesale Club, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 4.50%, 9/26/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">585</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">580,989</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.50%, 3/26/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">575</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">575,408</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">Neiman Marcus Group, Inc., 2020 Term Loan, 4.25%, 10/25/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,638</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,627,307</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">2,783,704</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Oil, Gas &amp; Consumable Fuels&nbsp;&mdash; 1.7%</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">American Energy - Marcellus LLC, 1st Lien Term Loan, 5.25%, 8/04/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">296</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">280,302</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">Arch Coal, Inc., Term Loan B, 6.25%, 5/16/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,495</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,315,447</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">Drillships Financing Holding, Inc., Term Loan B1, 6.00%, 3/31/21 (d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,757</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,616,413</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">Drillships Ocean Ventures, Inc., Term Loan B, 5.50%, 7/25/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">171</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">158,500</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">EP Energy LLC/Everest Acquisition Finance, Inc., Term Loan B3, 3.50%, 5/24/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,127</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,100,968</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">Fieldwood Energy LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 3.88%, 9/28/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">465</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">444,880</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.38%, 9/30/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">420</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">380,276</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">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">719</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">711,770</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">Offshore Group Investment Ltd., Term Loan B, 5.75%, 3/28/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">112</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">90,623</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">Panda Patriot LLC, Term Loan B1, 6.75%, 12/19/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,645</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,653,225</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">Panda Temple II Power LLC, Term Loan B, 7.25%, 4/03/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">900</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">906,750</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">Power Buyer LLC, 2nd Lien Term Loan, 8.25%, 11/06/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">275</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">266,750</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">Samchully Midstream 3 LLC, Term Loan B, 5.75%, 10/20/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,005</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">987,413</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">Seventy Seven Operating LLC, Term Loan B, 3.75%, 6/25/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">105</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">101,015</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">Southcross Energy Partners LP, 1st Lien Term Loan, 5.25%, 8/04/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">459</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">459,997</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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</div><br style="clear:both"><br style="clear:both">

<!-- Field: Page; Sequence: 17 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->17<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Oil, Gas &amp; Consumable Fuels (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Southcross Holdings Borrower LP, Term Loan B, 6.00%, 8/04/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">369</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">360,542</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">WTG Holdings III Corp., 1st Lien Term Loan, 4.75%, 1/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">298</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">295,889</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">11,130,760</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Pharmaceuticals&nbsp;&mdash; 1.4%</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">Akorn, Inc., Term Loan B, 4.50%, 4/16/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,295</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,296,075</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">Endo Luxembourg Finance Co. I Sarl, 2014 Term Loan B, 3.25%, 2/28/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">851</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">838,670</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">Grifols Worldwide Operations USA, Inc., Term Loan B, 3.16%, 2/27/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,094</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,074,180</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">Mallinckrodt International Finance SA, Term Loan B, 3.50%, 3/19/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">791</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">783,732</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">Par Pharmaceutical Cos., Inc., Term Loan B2, 4.00%, 9/30/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,646</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,621,767</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">Pharmaceutical Product Development LLC, Term Loan B, 4.00%, 12/05/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,388</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,384,342</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">Valeant Pharmaceuticals International, Inc., Term Loan B:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series C2, 3.50%, 12/11/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">478</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">474,049</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series E, 3.50%, 8/05/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">721</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">715,478</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">9,188,293</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Professional Services&nbsp;&mdash; 0.7%</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">Advantage Sales &amp; Marketing, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2014 1st Lien Term Loan, 4.25%, 7/23/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">469</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">465,347</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2014 2nd Lien Term Loan, 7.50%, 7/25/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">605</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">600,462</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Delayed Draw Term Loan, 4.25%, 7/23/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">16</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,512</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">Emdeon Business Services LLC, Term Loan B2, 3.75%, 11/02/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">609</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">605,639</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">Intertrust Group Holding BV, 2nd Lien Term Loan, 8.00%, 4/16/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">850</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">838,312</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">SIRVA Worldwide, Inc., Term Loan, 7.50%, 3/27/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,054</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,046,045</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Professional Services (concluded)</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">Truven Health Analytics, Inc., Term Loan B, 4.50%, 6/06/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,163</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,140,092</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">4,711,409</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Real Estate Management &amp; Development&nbsp;&mdash; 0.6%</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">CityCenter Holdings LLC, Term Loan B, 4.25%, 10/16/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">941</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">939,442</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">DTZ US Borrower LLC, 1st Lien Term Loan, 5.50%, 11/04/21 (d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">717</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">719,932</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">&nbsp;&nbsp;&nbsp;Delayed Draw Term Loan, 5.50%, 11/04/21&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">428</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">429,473</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">Realogy Corp. :</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Extended Letter of Credit, 4.40%, 10/10/16</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">47</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">46,320</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 3.75%, 3/05/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,096</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,086,944</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">4,222,111</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Road &amp; Rail&nbsp;&mdash; 0.2%</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">Road Infrastructure Investment LLC:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 4.25%, 3/31/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,010</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">975,002</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 7.75%, 9/21/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">675</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">614,250</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">1,589,252</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Semiconductors &amp; Semiconductor Equipment&nbsp;&mdash; 0.6%</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">Avago Technologies Cayman Ltd., Term Loan B, 3.75%, 5/06/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,673</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,671,964</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">Freescale Semiconductor, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B4, 4.25%, 2/28/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">718</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">711,282</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B5, 5.00%, 1/15/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">376</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">376,591</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,759,837</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Software&nbsp;&mdash; 1.5%</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">Evertec Group LLC, Term Loan B, 3.50%, 4/17/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">459</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">450,771</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">GCA Services Group, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 9.25%, 10/22/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">560</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">558,600</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 4.25%, 11/01/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">541</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">537,139</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">Infor US, Inc., Term Loan B5, 3.75%, 6/03/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,108</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,091,325</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">IQOR US, Inc., Term Loan B, 6.00%, 4/01/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">610</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">577,975</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">Kronos Worldwide, Inc., 2014 Term Loan, 4.75%, 2/18/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">234</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">233,825</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">Kronos, Inc., 2nd Lien Term Loan, 9.75%, 4/30/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,837</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,891,632</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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</div><br style="clear:both"><br style="clear:both">

<!-- Field: Page; Sequence: 18 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->18<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Software (concluded)</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">Mitchell International, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">1st Lien Term Loan, 4.50%, 10/12/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">630</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">628,857</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">2nd Lien Term Loan, 8.50%, 10/11/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,200</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,198,200</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">Regit Eins GmbH, 1st Lien Term Loan, 6.00%, 1/08/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">845</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">825,706</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">Sophia LP, 2014 Term Loan B, 4.00%, 7/19/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">817</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">812,572</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">Tibco Software, Inc., Term Loan B, 1.00%, 11/04/20 (d)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">150</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">146,876</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">Websense, Inc., 2nd Lien Term Loan, 8.25%, 12/24/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">560</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">553,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">9,506,478</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Specialty Retail&nbsp;&mdash; 0.9%</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">Academy Ltd., Term Loan, 4.50%, 8/03/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,452</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,448,966</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">Michaels Stores, Inc., Incremental 2014 Term Loan B2, 4.00%, 1/28/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,197</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,191,518</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">Party City Holdings, Inc., Term Loan, 4.00%, 7/27/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,431</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,403,834</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">Petco Animal Supplies, Inc., Term Loan, 4.00%, 11/24/17</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">891</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">885,411</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">Toys 'R' Us-Delaware, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B3, 5.25%, 5/25/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">59</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">44,941</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B4, 9.75%, 4/24/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">182</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">167,866</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">6,142,536</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Textiles, Apparel &amp; Luxury Goods&nbsp;&mdash; 0.6%</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">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,243</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,207,385</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">J. Crew Group, Inc., Term Loan B, 4.00%, 3/05/21</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,036</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">983,573</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">Nine West Holdings, Inc.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Guarantee Term Loan, 6.25%, 1/08/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">555</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">508,519</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Term Loan B, 4.75%, 10/08/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">439</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">421,344</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">Polymer Group, Inc., 1st Lien Term Loan, 5.25%, 12/19/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">782</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">782,734</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,903,555</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Thrifts &amp; Mortgage Finance&nbsp;&mdash; 0.1%</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">IG Investment Holdings LLC, 1st Lien Term Loan, 5.25%, 10/31/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">855</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">851,305</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Floating Rate Loan Interests (c)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Wireless Telecommunication Services&nbsp;&mdash; 0.2%</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">LTS Buyer LLC, 1st Lien Term Loan, 4.00%, 4/13/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,531</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,510,222</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Floating Rate Loan Interests</B> &mdash; <B>43.8%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">287,157,309</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD></TR> <TR> <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</TD> <TD>&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Foreign Agency Obligations</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cyprus Government International Bond, 4.63%, 2/03/20</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,600</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,139,537</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">Iceland Government International Bond:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">4.88%, 6/16/16</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">580</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">606,779</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.88%, 5/11/22</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,030</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,410,571</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">Portugal Obrigacoes do Tesouro OT, 4.45%, 6/15/18 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,350</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,240,705</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Foreign Agency Obligations</B> &mdash; <B>1.6%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">10,397,592</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD></TR> <TR> <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</TD> <TD>&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Non-Agency Mortgage-Backed Securities</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Collateralized Mortgage Obligations&nbsp;&mdash; 2.5%</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">Countrywide Alternative Loan Trust, Series 2005-54CB, Class 3A4, 5.50%, 11/25/35</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,016</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,550,652</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">Countrywide Home Loan Mortgage Pass-Through Trust:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2005-17, Class 1A6, 5.50%, 9/25/35</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,176</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,148,832</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2006-17, Class A2, 6.00%, 12/25/36</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,642</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,425,674</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2007-HY5, Class 3A1, 4.96%, 9/25/37 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,772</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,639,128</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">GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 2.58%, 10/25/35 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,778</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,589,330</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">Hilton USA Trust, Series 2013-HLT, Class EFX, 5.61%, 11/05/30 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,162</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,273,613</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">Morgan Stanley Reremic Trust, Series 2010-R4, Class 4A, REMIC, 0.46%, 2/26/37 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">550</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">547,908</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">16,175,137</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Commercial Mortgage-Backed Securities&nbsp;&mdash; 8.1%</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">Banc of America Commercial Mortgage Trust, Series 2007-4, Class A4, 5.95%, 2/10/51 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,674</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,838,914</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">Commercial Mortgage Pass-Through Certificates (b):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2013-LC13, Class D, 5.22%, 8/10/46</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,530</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,541,716</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2014-KYO, Class F, 3.66%, 6/11/27 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,855</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,846,662</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" -->
</div><br style="clear:both"><br style="clear:both">

<!-- Field: Page; Sequence: 19 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->19<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Non-Agency Mortgage-Backed Securities</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Commercial Mortgage-Backed Securities (continued)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Commercial Mortgage Pass-Through Certificates (b) (concluded):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2014-PAT, Class E, 3.30%, 8/13/27 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">991,285</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2014-PAT, Class F, 2.59%, 8/13/27 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,897,734</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">Commercial Mortgage Trust, Series 2013-LC6:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class B, 3.74%, 1/10/46</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,110</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,134,971</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Class D, 4.43%, 1/10/46 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,330</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,274,499</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">Credit Suisse Commercial Mortgage Trust, Series 2006-C5, Class AM, 5.34%, 12/15/39</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,850</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,975,425</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">Credit Suisse Mortgage Capital Certificates (c):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2007-C2, Class A2, 5.45%, 1/15/49</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,989</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2007-C5, Class AAB, 5.62%, 9/15/40</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,044</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,099,160</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2014-SURF, Class E, 3.26%, 2/15/29 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,002,410</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">Greenwich Capital Commercial Funding Corp., Series 2006-GG7, Class AM, 6.01%, 7/10/38 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,610</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,706,708</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">GS Mortgage Securities Corp. II, Series 2013-GC10, Class B, 3.68%, 2/10/46 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,995</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,029,041</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">GS Mortgage Securities Trust (c):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2006-GG6, Class AM, 5.62%, 4/10/38</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,680</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,838,737</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2014-GSFL, Class D, 4.05%, 7/15/31 (b)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,140</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,140,041</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">JPMBB Commercial Mortgage Securities Trust, Series 2013-C15, Class D, 5.25%, 11/15/45 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,400</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,410,844</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">JPMorgan Chase Commercial Mortgage Securities Corp.:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2004-LN2, Class A2, 5.12%, 7/15/41</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">204</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">205,105</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2007-CB18, Class A4, 5.44%, 6/12/47</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,035</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,187,820</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2007-CB19, Class A4, 5.89%, 2/12/49 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,140</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,323,578</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-LC9, Class XA, 2.08%, 12/15/47 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">14,781</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,401,832</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">LB-UBS Commercial Mortgage Trust (c):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2007-C2, Class AM, 5.49%, 2/15/40</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,650,413</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Non-Agency Mortgage-Backed Securities</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Commercial Mortgage-Backed Securities (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">LB-UBS Commercial Mortgage Trust (c) (concluded):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2007-C6, Class A4, 5.86%, 7/15/40</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,451</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,716,269</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">Merrill Lynch Mortgage Trust, Series 2007-C1, Class A1A, 6.03%, 6/12/50 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,430</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,532,914</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">Talisman Finance PLC, Series 6, Class A, 0.26%, 10/22/16 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,435</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,744,281</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">Titan Europe PLC, Series 2007-1X, Class A, 0.81%, 1/20/17 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,548</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,781,285</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">Wachovia Bank Commercial Mortgage Trust, Series 2007-C33, Class A4, 6.14%, 2/15/51 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,024</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,174,621</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">WF-RBS Commercial Mortgage Trust:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-C8, Class B, 4.31%, 8/15/45</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,085</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,154,773</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2012-C8, Class C, 5.04%, 8/15/45 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,395</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,501,111</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 2014-C20, Class XA, 1.40%, 5/15/47 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">14,908</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,149,867</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">53,257,005</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Interest Only Commercial Mortgage-Backed Securities&nbsp;&mdash; 0.3%</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">WF-RBS Commercial Mortgage Trust, Series 2012-C9, Class XA, 2.38%, 11/15/45 (b)(c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">16,453</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,874,155</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Non-Agency Mortgage-Backed Securities</B> &mdash; <B>10.9%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">71,306,297</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD></TR> <TR> <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</TD> <TD>&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">U.S. Government Sponsored Agency Securities</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Collateralized Mortgage Obligations&nbsp;&mdash; 0.9%</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">Freddie Mac Mortgage-Backed Securities:</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series 3986, Class M, REMIC, 4.50%, 9/15/41</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,298</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,499,875</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series K032, Class A2, 3.31%, 5/25/23 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,685,084</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">6,184,959</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Interest Only Collateralized Mortgage Obligations&nbsp;&mdash; 0.8%</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">Fannie Mae Mortgage-Backed Securities, Series 2012-M9, Class X1, 4.21%, 12/25/17 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">19,176</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,879,236</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">Freddie Mac Mortgage-Backed Securities, Class X1 (c):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series K707, 1.69%, 12/25/18</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">42,477</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,323,811</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
<!-- MARKER FORMAT-SHEET="2 Column - End of Div" FSL="Workstation" -->
</div><br style="clear:both"><br style="clear:both">

<!-- Field: Page; Sequence: 20 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->20<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">U.S. Government Sponsored Agency Securities</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Mortgage-Backed Securities&nbsp;&mdash; 3.4%</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">Freddie Mac Mortgage-Backed Securities, Class X1 (c) (concluded):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Series K710, 1.91%, 5/25/19</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">13,214</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">895,671</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">5,098,718</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Fannie Mae Mortgage-Backed Securities (k):</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">3.50%, 8/01/26</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,045</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">7,495,771</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">5.00%, 7/01/20 - 8/01/23</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,080</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,460,341</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">Freddie Mac Mortgage-Backed Securities, 4.50%, 4/01/25 (e)(k)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,416</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,034,383</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">21,990,495</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total U.S. Government Sponsored Agency Securities</B> &mdash; <B>5.1%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">33,274,172</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD></TR> <TR> <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</TD> <TD>&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Other Interests (l)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Beneficial<BR>
Interest<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" 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="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Auto Components&nbsp;&mdash; 0.0%</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">Lear Corp. Escrow</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,000</TD>
    <TD COLSPAN="2" 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">8,750</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Construction Materials&nbsp;&mdash; 0.0%</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">USI Senior Holdings</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6</TD>
    <TD COLSPAN="2" 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">&mdash;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 0.0%</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">JG Wentworth LLC Preferred Equity, (Acquired 11/18/13, cost $969,589) (a)(m)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">14</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">135,393</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Other Interests</B> &mdash; <B>0.0%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">144,143</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD></TR> <TR> <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</TD> <TD>&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Preferred Securities</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Capital Trusts</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" 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="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Banks&nbsp;&mdash; 0.5%</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">Wachovia Capital Trust III, 5.57% (c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,365</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,255,638</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Capital Markets&nbsp;&mdash; 0.5%</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">Credit Suisse Group AG, 6.25% (b)(c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,445</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,405,262</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">The Goldman Sachs Group, Inc., Series L, 5.70% (c)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,920</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,963,200</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,368,462</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 4.3%</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">Bank of America Corp., Series U, 5.20% (c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,250</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,146,250</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Capital Trusts</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Par<BR>
(000)</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold">Diversified Financial Services (concluded)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bank of America Corp., Series V, 5.13% (c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,470</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,357,225</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">Citigroup, Inc., 5.90% (c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">5,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,962,500</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">Citigroup, Inc., 5.95% (c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,370</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,363,150</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">JPMorgan Chase &amp; Co., Series U, 6.13% (c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,690</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">6,765,262</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">JPMorgan Chase &amp; Co., Series V, 5.00% (c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,946,000</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">Macquarie Bank Ltd., 10.25%, 6/20/57 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,450</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,639,588</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">Morgan Stanley, Series H, 5.45% (c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,426</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,436,695</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">Societe Generale SA, 6.00% (b)(c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,825</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,555,765</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">28,172,435</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Telecommunication Services&nbsp;&mdash; 0.1%</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">Telefonica Europe BV, 4.20 (c)(d)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">250,157</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Insurance&nbsp;&mdash; 3.4%</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">The Allstate Corp., 6.13%, 5/15/67 (c)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,187,500</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">AXA SA, 6.46% (b)(c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,625</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,690,000</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">Genworth Holdings, Inc., 6.15%, 11/15/66 (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,850</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,225,625</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">Hartford Financial Services Group, Inc., 8.13%, 6/15/68 (c)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">2,862,500</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">Liberty Mutual Group, Inc., 7.00%, 3/07/67 (b)(c)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,575</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,622,250</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">Liberty Mutual Group, Inc., 7.80%, 3/07/87 (b)(c)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,758,750</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">Prudential Financial, Inc., 5.63%, 6/15/43 (c)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,250</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,355,625</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">Swiss Re Capital I LP, 6.85% (b)(c)(e)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,172,500</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Voya Financial, Inc., 5.65%, 5/15/53 (c)(e)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,500</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,491,250</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">22,366,000</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Capital Trusts</B> &mdash; <B>8.8%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">57,412,692</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Preferred Stocks</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><BR>
Shares</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" 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="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Capital Markets&nbsp;&mdash; 0.9%</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">The Goldman Sachs Group, Inc., Series J, 5.50% (c)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">202,526</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,895,053</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">Orange SA, 4.00% (c)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">200,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">255,945</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">SCE Trust III, 5.75% (c)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">21,200</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">572,400</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">5,723,398</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Financial Services &nbsp;&mdash; 0.5%</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">Ally Financial, Inc., Series A, 8.50% (c)(n)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,657</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">229,757</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>
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<br style="clear:both">

<!-- Field: Page; Sequence: 21 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->21<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt"><B>(Percentages shown are based on Net
    Assets)</B></TD></TR>
</TABLE>

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


<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Preferred Stocks</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center"><BR>
Shares</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Financial Services (concluded)</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">Morgan Stanley, 6.88% (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">120,000</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,231,600</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">3,461,357</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Preferred Stocks</B> &mdash; <B>1.4%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">9,184,755</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD></TR> <TR> <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</TD> <TD>&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold">Trust Preferred &mdash; 0.5%</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 COLSPAN="2" 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="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Diversified Financial Services&nbsp;&mdash; 0.5%</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">GMAC Capital Trust I, Series 2, 8.13% (c)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">124,413</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,278,248</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Preferred Securities</B> &mdash; <B>10.7%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">69,875,695</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR> <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt">&nbsp;</TD></TR> <TR> <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 3pt; background-color: #0070C0; color: #47B0FF">&nbsp;</TD> <TD>&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Warrants (o)</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 COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="font-weight: bold">Software&nbsp;&mdash; 0.0%</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">HMH Holdings/EduMedia (Issued/exercisable 3/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price $42.27)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,100</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,078</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Long-Term Investments</B><BR>
<B>(Cost &mdash; $943,323,267) &mdash; 143.7%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">941,345,034</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
</TABLE>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 0.25%">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF">&nbsp;</TD> <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 8%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 10%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 5%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 1%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; color: #47B0FF; width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold">Short-Term Securities</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center"><BR>
Shares</TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">Value</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">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.07% (p)(q)</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,519,494</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,519,494</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom"><B>Total Short-Term Securities</B><BR>
<B>(Cost &mdash; $1,519,494) &mdash; 0.2%</B></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">1,519,494</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom"><FONT STYLE="font-family: FranklinGothic-DemiCnd,sans-serif"><B>Options Purchased</B></FONT><BR>
<B>(Cost &mdash; $44,978) &mdash; 0.0%</B></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right">&mdash;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Total Investments</B><BR>
<B>(Cost &mdash; $945,309,189*) &mdash; 143.9%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">942,864,528</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Liabilities in Excess of Other Assets</B> &mdash; <B>(43.9)%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">(287,863,457)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 2pt"><B>Net Assets</B> &mdash; <B>100.0%</B></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right">655,001,071</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD STYLE="vertical-align: top; text-align: center">*</TD>
    <TD COLSPAN="8" STYLE="vertical-align: top">As of November 30, 2014, gross unrealized appreciation and depreciation based on cost for federal income tax purposes were as follows:<BR>
<BR></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Tax cost&#9;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">948,794,314</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gross unrealized appreciation&#9;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">20,500,381</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Gross unrealized depreciation&#9;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(26,430,167)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Net unrealized appreciation&#9;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(5,929,786)</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr STYLE="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td> <TD COLSPAN="2" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="6" 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 COLSPAN="2" 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 STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="padding-bottom: 2pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" 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 COLSPAN="2" 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 STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="padding-bottom: 2pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="padding-bottom: 2pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
</TABLE>


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

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="2">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #99CCFF; border-top: navy 1pt solid; border-bottom: navy 1pt solid"><b>Notes
        to Schedule of Investments </b></P></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; width: 5%">(a)</td>
    <td style="vertical-align: bottom; width: 93%">Non-income producing security.</td>
    <td style="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">(b)</td>
    <td style="vertical-align: bottom">Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">(c)</td>
    <td style="vertical-align: bottom">Variable rate security. Rate shown is as of report date.</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top">(d)</td>
    <td style="vertical-align: bottom">When-issued security. Unsettled when-issued transactions were as follows:</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>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 8pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="9" STYLE="font-size: 2pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 36pt; text-indent: -0.1in">Counterparty</TD><TD STYLE="font-size: 8pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-size: 8pt; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Value</TD><TD STYLE="font-size: 8pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-size: 8pt; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Unrealized<BR> Appreciation/<BR> (Depreciation)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="9" STYLE="font-size: 2pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 56%; font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">Bank of America N.A</TD><TD STYLE="width: 8%; font-size: 8pt">&nbsp;</TD>
    <TD STYLE="width: 1%; font-size: 8pt; text-align: left">$</TD><TD STYLE="width: 12%; font-size: 8pt; text-align: right">1,866,845</TD><TD STYLE="width: 1%; font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="width: 8%; font-size: 8pt">&nbsp;</TD>
    <TD STYLE="width: 1%; font-size: 8pt; text-align: left">$</TD><TD STYLE="width: 12%; font-size: 8pt; text-align: right">38,845</TD><TD STYLE="width: 1%; font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">Barclays Capital, Inc.</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">1,344,415</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">(2,776</TD><TD STYLE="font-size: 8pt; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">Citigroup Global Markets, Inc.</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">4,447,046</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">10,524</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">Credit Suisse Securities (USA) LLC</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">3,461,863</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">3,952</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">Deutsche Bank Securities, Inc.</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">1,233,750</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&mdash;&nbsp;&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">JPMorgan Chase Bank N.A.</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">1,057,822</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">9,871</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">Jefferies Co.</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">1,910,000</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&mdash;&nbsp;&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">Robert W. Baird &amp; Co., Inc.</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">49,875</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">(125</TD><TD STYLE="font-size: 8pt; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 2pt; padding-bottom: 1pt; border-bottom: Black 1pt solid; padding-left: 36pt">&nbsp;</TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="padding-bottom: 1pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="padding-bottom: 1pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="padding-bottom: 1pt; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-left: 36pt">&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="font-size: 8pt; padding-left: 36pt">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: right">&nbsp;</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
</TABLE>


<!-- Field: Page; Sequence: 22 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->22<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt">&nbsp;</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="vertical-align: top; width: 5%">(e)</td>
    <TD STYLE="vertical-align: bottom">All or a portion of security has been pledged as collateral in connection with outstanding reverse repurchase agreements.</td></tr>
<tr>
    <TD STYLE="vertical-align: top">(f)</td>
    <TD STYLE="vertical-align: bottom">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.</td></tr>
<tr>
    <TD STYLE="vertical-align: top">(g)</td>
    <TD STYLE="vertical-align: bottom">Convertible security.</td></tr>
<tr>
    <TD STYLE="vertical-align: top">(h)</td>
    <TD STYLE="vertical-align: bottom">Zero-coupon bond.</td></tr>
<tr>
    <TD STYLE="vertical-align: top">(i)</td>
    <TD STYLE="vertical-align: bottom">Represents a step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rate shown is as of report date.</td></tr>
<tr>
    <TD STYLE="vertical-align: top">(j)</td>
    <TD STYLE="vertical-align: bottom">Issuer filed for bankruptcy and/or is in default of principal and/or interest payments.</td></tr>
<tr>
    <TD STYLE="vertical-align: top">(k)</td>
    <TD STYLE="vertical-align: bottom">Represents or includes a TBA transaction. Unsettled TBA transactions as of November 30, 2014 were as follows:</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 COLSPAN="9" STYLE="font-size: 2pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 36pt; text-indent: -0.1in">Counterparty</TD><TD STYLE="font-size: 8pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-size: 8pt; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Value</TD><TD STYLE="font-size: 8pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-size: 8pt; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 12pt">Unrealized<BR> Appreciation/Depreciation</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="9" STYLE="font-size: 2pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 56%; font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">J.P. Morgan Securities LLC</TD><TD STYLE="width: 8%; font-size: 8pt">&nbsp;</TD>
    <TD STYLE="width: 1%; font-size: 8pt; text-align: left">$</TD><TD STYLE="width: 12%; font-size: 8pt; text-align: right">7,495,771</TD><TD STYLE="width: 1%; font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="width: 8%; font-size: 8pt">&nbsp;</TD>
    <TD STYLE="width: 1%; font-size: 8pt; text-align: left">$</TD><TD STYLE="width: 12%; font-size: 8pt; text-align: right">159,201</TD><TD STYLE="width: 1%; font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">J.P. Morgan Securities LLC</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">$</TD><TD STYLE="font-size: 8pt; text-align: right">4,467,747</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">$</TD><TD STYLE="font-size: 8pt; text-align: right">78,699</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">J.P. Morgan Securities LLC</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">$</TD><TD STYLE="font-size: 8pt; text-align: right">992,594</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">$</TD><TD STYLE="font-size: 8pt; text-align: right">25,482</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 8pt; text-align: left; text-indent: -0.1in; padding-left: 36pt">Wells Fargo Securities LLC</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">$</TD><TD STYLE="font-size: 8pt; text-align: right">9,034,383</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD><TD STYLE="font-size: 8pt">&nbsp;</TD>
    <TD STYLE="font-size: 8pt; text-align: left">$</TD><TD STYLE="font-size: 8pt; text-align: right">366,625</TD><TD STYLE="font-size: 8pt; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-left: 36pt">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="text-align: left; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: right; border-bottom: Black 1pt solid">&nbsp;</TD><TD STYLE="text-align: left; 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 STYLE="vertical-align: top; width: 5%">(l)</td>
    <TD STYLE="vertical-align: bottom">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</td></tr>
<tr>
    <TD STYLE="vertical-align: top">(m)</td>
    <TD STYLE="vertical-align: bottom">Restricted security as to resale.&nbsp;As of report date, the Fund held restricted securities with a current value of $191,682 and an original cost of $969,589 which was less than 0.05% of its net assets.</td></tr>
<tr>
    <TD STYLE="vertical-align: top">(n)</td>
    <TD STYLE="vertical-align: bottom">Security is perpetual in nature and has no stated maturity date.</td></tr>
<tr>
    <TD STYLE="vertical-align: top">(o)</td>
    <TD STYLE="vertical-align: bottom">Warrants entitle the Fund 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.</td></tr>
<tr>
    <TD STYLE="vertical-align: top">(p)</td>
    <TD STYLE="vertical-align: bottom">Investments in issuers considered to be an affiliate of the Fund during the period ended November 30, 2014, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="22" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="5" style="vertical-align: bottom; font-weight: bold">Affiliate</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Shares<br>
Held at<br>
August 31, 2014</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Net<br>
Activity</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Shares<br>
Held at<br>
November 30, 2014</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Income</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="22" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="5" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">BlackRock Liquidity Funds, TempFund, Institutional Class</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">7,390,390</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">(5,870,896)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1,519,494</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">803</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-size: 2pt">&nbsp;</td>
    <td colspan="4" style="vertical-align: bottom; font-size: 2pt; text-align: center">&nbsp;</td>
    <td colspan="6" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="22" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%"></td>
    <TD STYLE="width: 1%"></td>
    <TD STYLE="width: 11%"></td>
    <TD STYLE="width: 1%"></td>
    <TD STYLE="width: 7%"></td>
    <TD STYLE="width: 1%"></td>
    <TD STYLE="width: 1%"></td>
    <TD STYLE="width: 1%"></td>
    <TD STYLE="width: 7%"></td>
    <TD STYLE="width: 1%"></td>
    <TD STYLE="width: 7%"></td>
    <TD STYLE="width: 1%"></td>
    <TD STYLE="width: 1%"></td>
    <TD STYLE="width: 1%"></td>
    <TD STYLE="width: 1%"></td>
    <TD STYLE="width: 4%"></td>
    <TD STYLE="width: 11%"></td>
    <TD STYLE="width: 1%"></td>
    <TD STYLE="width: 25%"></td>
    <TD STYLE="width: 2%"></td>
    <TD STYLE="width: 11%"></td>
    <TD STYLE="width: 2%"></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%">(q)</td>
    <td style="vertical-align: bottom; width: 95%">Represents the current yield as of report date.</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="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">ABS</td>
    <td colspan="2" style="vertical-align: bottom">Asset-Backed Security</td></tr>
<tr>
    <td style="vertical-align: top">ADS</td>
    <td colspan="2" style="vertical-align: bottom">American Depositary Shares</td></tr>
<tr>
    <td style="vertical-align: top">CAD</td>
    <td colspan="2" style="vertical-align: bottom">Canadian Dollar</td></tr>
<tr>
    <td style="vertical-align: top">CLO</td>
    <td colspan="2" style="vertical-align: bottom">Collateralized Loan Obligation</td></tr>
<tr>
    <td style="vertical-align: top">CR</td>
    <td colspan="2" style="vertical-align: bottom">Custodian Receipt</td></tr>
<tr>
    <td style="vertical-align: top">DIP</td>
    <td colspan="2" style="vertical-align: bottom">Debtor-In-Possession</td></tr>
<tr>
    <td style="vertical-align: top">EUR</td>
    <td colspan="2" style="vertical-align: bottom">Euro</td></tr>
<tr>
    <td style="vertical-align: top">GBP</td>
    <td colspan="2" style="vertical-align: bottom">British Pound</td></tr>
<tr>
    <td style="vertical-align: top">MSCI</td>
    <td colspan="2" style="vertical-align: bottom">Morgan Stanley Capital International</td></tr>
<tr>
    <td style="vertical-align: top">OTC</td>
    <td colspan="2" style="vertical-align: bottom">Over-the-Counter</td></tr>
<tr>
    <td style="vertical-align: top">PIK</td>
    <td colspan="2" style="vertical-align: bottom">Payment-In-Kind.</td></tr>
<tr>
    <td style="vertical-align: top">REMIC</td>
    <td colspan="2" style="vertical-align: bottom">Real Estate Mortgage Investment Conduit</td></tr>
<tr>
    <td style="vertical-align: top">SGD</td>
    <td colspan="2" style="vertical-align: bottom">Singapore Dollar</td></tr>
<tr>
    <td style="vertical-align: top">USD</td>
    <td colspan="2" style="vertical-align: bottom">U.S. Dollar</td></tr>
<tr>
    <td style="vertical-align: top">VA</td>
    <td colspan="2" style="vertical-align: bottom">Department of Veterans Affairs</td></tr>
<tr>
    <td style="width: 7%">&nbsp;</td>
    <td style="width: 44%">&nbsp;</td>
    <td style="width: 49%">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 23 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->23<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt">&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: top; width: 4%; font-weight: bold; text-align: center"><br>
&bull;</td>
    <td style="vertical-align: top; width: 94%; font-weight: bold"><br>
<font style="font-weight: normal">Reverse repurchase agreements outstanding as of November 30, 2014 were as follows:</font></td>
    <td style="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
</table>
<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: 44%; font-weight: bold">Counterparty</td>
    <td style="vertical-align: bottom; width: 8%; font-weight: bold; text-align: center">Interest<br>
Rate</td>
    <td style="vertical-align: bottom; width: 9%; font-weight: bold; text-align: center">Trade<br>
Date</td>
    <td style="vertical-align: bottom; width: 9%; font-weight: bold; text-align: center">Maturity<br>
Date<sup>1</sup></td>
    <TD STYLE="vertical-align: bottom; width: 1%; font-weight: bold; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; width: 13%; font-weight: bold; text-align: center">Face Value</td>
    <TD STYLE="vertical-align: bottom; width: 1%; font-weight: bold; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; width: 13%; font-weight: bold; text-align: center">Face Value<br>
Including<br>
Accrued<br>
Interest</td>
    <td style="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="9" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2/28/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,202,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,210,561</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2/28/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,109,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,117,312</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2/28/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,929,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,934,157</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2/28/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,073,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,077,508</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2/28/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">474,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">475,991</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3/10/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">349,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">350,413</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.38%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3/10/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6,339,571</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6,357,305</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,000,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,003,483</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,100,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,107,315</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,300,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,304,528</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,000,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,006,967</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,200,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,204,180</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">600,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">602,090</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">100,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">100,348</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,500,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,505,225</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">500,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">501,837</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">500,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">501,837</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">500,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">501,837</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">500,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">501,837</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,600,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,605,877</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,500,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,505,225</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">500,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">501,837</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">611,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">613,312</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,633,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,639,178</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">278,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">279,052</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">960,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">963,632</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">502,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">503,899</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,539,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,544,243</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">899,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">902,063</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">593,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">595,020</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">768,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">770,617</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,075,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,082,069</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">848,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">850,889</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">200,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">200,719</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">142,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">142,510</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">705,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">707,533</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">467,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">468,678</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,180,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,184,239</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/9/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,125,643</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,129,169</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">412,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">413,265</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">580,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">581,878</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,227,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,234,212</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,194,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,201,105</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>


<!-- Field: Page; Sequence: 24 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->24<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt">&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: top; width: 4%; font-weight: bold; text-align: center"><br>
&bull;</td>
    <td style="vertical-align: top; width: 95%; font-weight: bold"><br>
<font style="font-weight: normal">Reverse repurchase agreements outstanding as of November 30, 2014 were as follows (continued):</font></td>
    <td style="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
</table>
<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: 43%; font-weight: bold">Counterparty</td>
    <td style="vertical-align: bottom; width: 8%; font-weight: bold; text-align: center">Interest<br>
Rate</td>
    <td style="vertical-align: bottom; width: 9%; font-weight: bold; text-align: center">Trade<br>
Date</td>
    <td style="vertical-align: bottom; width: 9%; font-weight: bold; text-align: center">Maturity<br>
Date<sup>1</sup></td>
    <td style="vertical-align: bottom; width: 1%; font-weight: bold; text-align: right">&nbsp;</td>
    <td style="vertical-align: bottom; width: 14%; font-weight: bold; text-align: center">Face Value</td>
    <TD STYLE="vertical-align: bottom; width: 1%; font-weight: bold; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; width: 14%; font-weight: bold; text-align: center">Face Value<br>
Including<br>
Accrued<br>
Interest</td>
    <td style="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="9" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,370,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,374,437</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,573,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,578,094</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">804,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">806,604</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,178,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,181,815</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">627,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">629,030</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.59%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">810,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">812,668</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.59%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">827,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">829,724</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.59%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">841,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">843,770</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">933,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">936,126</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,049,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,052,514</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">-0.50%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">980,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">977,264</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.34%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,277,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,283,221</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,693,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,696,308</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.45%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">811,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">813,038</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,171,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,177,667</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,326,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,333,143</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">788,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">790,420</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/13/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,880,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,889,648</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.40%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/14/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,311,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,318,358</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/14/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">317,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">318,057</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.40%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/23/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,352,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,359,114</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/27/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">700,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">702,182</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5/28/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,244,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,247,856</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,985,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,990,489</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/5/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">659,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">660,890</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/5/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">748,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">750,145</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/5/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,319,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,322,783</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/5/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">553,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">554,586</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/9/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,643,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,647,368</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/9/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,773,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,777,713</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/9/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">487,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">488,295</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/9/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,451,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,454,857</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,502,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,506,162</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,305,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,308,616</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,341,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,344,716</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,106,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,109,065</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,610,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,614,461</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,569,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,573,348</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,017,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,019,818</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,089,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,092,018</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,146,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,149,176</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">984,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">986,727</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(1.75)%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/25/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">518,870</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">514,885</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">6/27/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">754,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">755,797</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,288,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,291,241</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/7/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">776,728</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">778,555</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/9/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">843,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">844,956</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/9/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">992,307</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">994,609</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/9/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">843,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">844,956</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.59%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">468,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">469,089</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>


<!-- Field: Page; Sequence: 25 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->25<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt">&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: 4%; font-weight: bold; text-align: center"><br>
&bull;</td>
    <td style="width: 96%; font-weight: bold"><br>
<font style="font-weight: normal">Reverse repurchase agreements outstanding as of November 30, 2014 were as follows (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 colspan="9" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; width: 43%; font-weight: bold">Counterparty</td>
    <td style="vertical-align: bottom; width: 8%; font-weight: bold; text-align: center">Interest<br>
Rate</td>
    <td style="vertical-align: bottom; width: 9%; font-weight: bold; text-align: center">Trade<br>
Date</td>
    <td style="vertical-align: bottom; width: 9%; font-weight: bold; text-align: center">Maturity<br>
Date<sup>1</sup></td>
    <td style="vertical-align: bottom; width: 1%; font-weight: bold; text-align: right">&nbsp;</td>
    <td style="vertical-align: bottom; width: 14%; font-weight: bold; text-align: center">Face Value</td>
    <TD STYLE="vertical-align: bottom; width: 1%; font-weight: bold; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; width: 14%; font-weight: bold; text-align: center">Face Value<br>
Including<br>
Accrued<br>
Interest</td>
    <td style="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="9" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.59%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">892,925</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">895,003</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.65%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/11/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">411,750</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">412,806</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/15/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,208,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,210,778</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,129,950</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,132,353</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/21/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,561,875</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,565,197</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">783,929</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">785,583</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/23/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,410,417</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,415,204</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/29/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,106,954</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,109,241</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.59%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7/30/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">672,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">673,355</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">BNP Paribas Securities Corp.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.59%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">8/12/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">855,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">856,541</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">BNP Paribas Securities Corp.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.59%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">8/12/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">643,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">644,159</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">8/25/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">494,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">494,799</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,802,250</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,804,315</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,380,050</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,382,777</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,227,506</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,228,913</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,164,425</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,168,051</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,386,250</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,390,130</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,793,750</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,796,951</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,269,975</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,272,576</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,108,750</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,112,312</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,991,199</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,994,627</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,378,880</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,381,606</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,669,040</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,672,376</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.44%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,061,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,061,960</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,278,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,279,445</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.&nbsp;</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,239,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,240,528</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">489,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">489,603</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">942,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">943,162</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">869,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">870,072</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,175,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,176,449</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">941,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">942,161</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">657,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">657,810</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">833,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">834,027</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">658,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">658,812</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">877,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">878,082</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">716,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">716,883</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">629,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">629,776</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Barclays Capital, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,242,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,243,532</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">RBC Capital Markets LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.65%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/18/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">349,800</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">350,261</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">RBC Capital Markets LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.65%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/18/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">620,940</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">621,758</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">RBC Capital Markets LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.34%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/19/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">598,400</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">598,807</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">RBC Capital Markets LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.34%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/19/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">967,725</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">968,383</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">RBC Capital Markets LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.65%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/19/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">693,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">693,901</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">RBC Capital Markets LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.65%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/19/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">576,850</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">577,600</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">RBC Capital Markets LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.65%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/19/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">548,250</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">548,963</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">134,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">134,149</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,873,585</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,875,560</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,447,800</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,449,326</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">834,063</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">834,942</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">905,450</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">906,404</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>


<!-- Field: Page; Sequence: 26 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->26<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt">&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: top; width: 4%; font-weight: bold; text-align: center"><br>
&bull;</td>
    <td style="vertical-align: top; width: 95%; font-weight: bold"><br>
<font style="font-weight: normal">Reverse repurchase agreements outstanding as of November 30, 2014 were as follows (continued):</font></td>
    <td style="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
</table>
<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: 43%; font-weight: bold">Counterparty</td>
    <td style="vertical-align: bottom; width: 8%; font-weight: bold; text-align: center">Interest<br>
Rate</td>
    <td style="vertical-align: bottom; width: 9%; font-weight: bold; text-align: center">Trade<br>
Date</td>
    <td style="vertical-align: bottom; width: 9%; font-weight: bold; text-align: center">Maturity<br>
Date<sup>1</sup></td>
    <td style="vertical-align: bottom; width: 1%; font-weight: bold; text-align: right">&nbsp;</td>
    <td style="vertical-align: bottom; width: 14%; font-weight: bold; text-align: center">Face Value</td>
    <TD STYLE="vertical-align: bottom; width: 1%; font-weight: bold; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; width: 14%; font-weight: bold; text-align: center">Face Value<br>
Including<br>
Accrued<br>
Interest</td>
    <td style="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="9" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">796,800</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">797,640</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">820,124</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">820,988</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,019,323</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,020,495</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">908,040</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">909,084</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">891,053</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">892,077</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">935,588</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">936,663</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">856,069</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">857,053</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.65%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">947,420</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">948,600</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.65%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">833,565</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">834,603</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.48%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,610,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">2,612,401</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.50%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4,400,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4,404,217</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.50%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,027,575</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,030,476</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">UBS Securities LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.50%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">9/22/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4,071,094</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">4,074,995</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.50%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,437,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,438,178</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">289,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">289,261</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">361,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">361,343</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,227,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,228,166</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">943,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">943,896</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,047,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,047,995</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,537,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,538,461</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.59%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">396,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">396,383</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,788,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,789,758</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,284,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,285,263</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">739,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">739,727</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,316,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,317,294</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">729,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">729,717</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,176,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,177,156</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,019,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,020,002</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/2/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">831,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">831,817</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/8/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">786,956</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">787,628</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/14/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,653,643</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,654,895</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.58%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,090,110</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,090,900</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Credit Suisse Securities (USA) LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/29/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,334,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,334,415</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Credit Suisse Securities (USA) LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/29/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,203,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,203,996</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Credit Suisse Securities (USA) LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/29/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,425,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,425,443</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Credit Suisse Securities (USA) LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/29/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,202,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,202,374</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Credit Suisse Securities (USA) LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/29/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,038,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">3,038,945</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Credit Suisse Securities (USA) LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/29/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5,986,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">5,987,862</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Credit Suisse Securities (USA) LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.40%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/29/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,426,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,426,507</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10/30/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">617,865</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">618,184</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.59%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/5/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,381,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,381,566</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/5/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,598,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,598,666</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">BNP Paribas Securities Corp.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.34%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/7/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7,278,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">7,279,581</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/12/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">492,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">492,148</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.65%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/12/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">995,738</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">996,061</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">RBC Capital Markets LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.65%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">445,950</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">446,054</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">RBC Capital Markets LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.65%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/17/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,088,583</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,088,839</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">RBC Capital Markets LLC</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.22%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/18/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">12/16/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">21,190,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">21,193,626</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.60%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/19/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">637,980</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">638,097</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.59%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/20/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">418,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">418,069</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>


<!-- Field: Page; Sequence: 27 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->27<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt">&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: 4%; font-weight: bold; text-align: center"><br>
&bull;</td>
    <td style="width: 96%; font-weight: bold"><br>
<font style="font-weight: normal">Reverse repurchase agreements outstanding as of November 30, 2014 were as follows (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>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; padding-bottom: 3pt">Counterparty</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; padding-bottom: 3pt">Interest<br>
Rate</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; padding-bottom: 3pt">Trade<br>
Date</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; padding-bottom: 3pt">Maturity<br>
Date<sup>1</sup></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right; border-top: Black 1pt solid; padding-bottom: 3pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; padding-bottom: 3pt">Face Value</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right; border-top: Black 1pt solid; padding-bottom: 3pt; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; padding-bottom: 3pt">Face Value<br>
Including<br>
Accrued<br>
Interest</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; padding-bottom: 3pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Deutsche Bank Securities, Inc.</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/25/2014</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">839,700</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid; padding-left: 12pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right; border-top: Black 1pt solid"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">839,764</font></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/25/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,557,268.00</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">1,557,343</font></td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/25/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">512,775</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">512,814</font></td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/25/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">516,313.00</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">516,352</font></td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.35%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/28/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">603,000</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">603,012</font></td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/28/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">943,949.00</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">943,977</font></td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">HSBC Securities (USA), Inc.</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">0.55%</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">11/28/2014</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Open</font></td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">574,430.00</font></td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">574,447</font></td>
    <TD COLSPAN="2" STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt"><b>Total</b></td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">$</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">280,015,768</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right; padding-left: 12pt">$</td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">280,488,614</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font-size: 2pt">&nbsp;</TD>
    <TD STYLE="font-size: 2pt">&nbsp;</TD>
    <TD STYLE="font-size: 2pt">&nbsp;</TD>
    <TD STYLE="font-size: 2pt">&nbsp;</TD>
    <TD STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 10%">&nbsp;</td></tr>
<tr>
    <td style="width: 44%">&nbsp;</td>
    <td style="width: 8%">&nbsp;</td>
    <td style="width: 9%">&nbsp;</td>
    <td style="width: 9%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <TD STYLE="width: 13%">&nbsp;</td>
    <TD STYLE="width: 1%; padding-left: 12pt">&nbsp;</td>
    <td style="width: 13%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: bottom; width: 2%; font-weight: bold"><font style="font-weight: normal"><sup>1</sup></font></td>
    <td style="vertical-align: bottom; width: 96%; font-weight: bold"><font style="font-family: FranklinGothic-BookCnd,sans-serif; font-weight: normal">Certain agreements have no stated maturity and can be terminated by either party at any time.</font></td>
    <td style="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif">&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: 4%; font-weight: bold; text-align: center">&bull;</td>
    <TD STYLE="width: 96%; font-weight: bold"><font style="font-weight: normal">Financial futures contracts outstanding as of November 30, 2014 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>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; font-weight: bold">Contracts<br>
Purchased/<br>
Sold</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; font-weight: bold; text-align: center">Issue</td>
    <td colspan="3" style="vertical-align: bottom; border-top: Black 1pt solid; font-weight: bold; text-align: center">Exchange</td>
    <td colspan="2" style="vertical-align: bottom; border-top: Black 1pt solid; font-weight: bold; text-align: center">Expiration</td>
    <td colspan="4" style="vertical-align: bottom; border-top: Black 1pt solid; font-weight: bold; text-align: center">Notional<br>
Value</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; font-weight: bold; padding-left: 18pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; font-weight: bold; text-align: center">Unrealized<br>
Appreciation<br>
(Depreciation)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="14" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(159)</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">10-Year U.S. Treasury Note</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Board of Trade</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">March<br>
2015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">20,200,453</td>
    <TD STYLE="vertical-align: bottom; padding-left: 18pt; text-align: right; text-indent: -0.1in">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(180,162</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">(176)</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Long U.S. Treasury Bond</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Board of Trade</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">March<br>
2015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">25,102,000</td>
    <TD STYLE="vertical-align: bottom; padding-left: 18pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(253,142</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">53</td>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Ultra Long U.S. Treasury Bond</td>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Chicago Board of Trade</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">March<br>
2015</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">8,523,062</td>
    <TD STYLE="vertical-align: bottom; padding-left: 18pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">62,876</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="14" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 2pt; border-bottom: Black 1pt solid"><b>Total</b></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center; border-bottom: Black 1pt solid">&nbsp;</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">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid; padding-left: 18pt">$</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-bottom: Black 1pt solid">(370,428</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: left; border-bottom: Black 1pt solid">)</td></tr>
<tr>
    <TD></td>
    <TD></td>
    <TD></td>
    <TD STYLE="width: 7%"></td>
    <TD STYLE="width: 7%"></td>
    <TD STYLE="width: 7%"></td>
    <TD STYLE="width: 7%"></td>
    <TD STYLE="width: 7%"></td>
    <TD STYLE="width: 4%"></td>
    <TD STYLE="width: 4%"></td>
    <TD></td>
    <TD STYLE="width: 1%; padding-left: 18pt"></td>
    <TD STYLE="width: 15%"></td>
    <TD STYLE="width: 1%"></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: 4%; font-weight: bold; text-align: center">&bull;</td>
    <td style="vertical-align: bottom; width: 94%; font-weight: bold"><font style="font-weight: normal">Forward foreign currency exchange contracts outstanding as of November 30, 2014 were as follows:</font></td>
    <td style="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif">&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; text-align: center; border-top: Black 1pt solid">Currency<br>
Purchased</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid">Currency<br>
Sold</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid">Counterparty</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid">Settlement<br>
Date</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right; border-top: Black 1pt solid; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid">Unrealized<br>
Appreciation/ (Depreciation)</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="10" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; width: 9%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; width: 13%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">111,000</td>
    <td style="vertical-align: bottom; width: 2%; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; width: 9%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; width: 13%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">138,008</td>
    <td style="vertical-align: bottom; width: 27%; padding-left: 0.1in; text-align: center; text-indent: -0.1in">JPMorgan Chase Bank N.A.</td>
    <td style="vertical-align: bottom; width: 11%; padding-left: 0.1in; text-align: center; text-indent: -0.1in">12/04/14</td>
    <TD STYLE="vertical-align: bottom; width: 1%; padding-left: 12pt; text-align: right; text-indent: -0.1in">$</td>
    <td style="vertical-align: bottom; width: 13%; padding-left: 0.1in; text-align: right; text-indent: -0.1in">17</td>
    <td style="width: 2%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">190,984</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">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">237,610</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">BNP Paribas S.A.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(53)</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">903,000</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">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,414,533</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Citibank N.A.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(4,493</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,401,347</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">CAD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,574,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Barclays Bank PLC</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">26,481</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">20,390,711</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">15,982,060</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">JPMorgan Chase Bank N.A</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">511,388</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">4,040,027</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">EUR</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,260,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">JPMorgan Chase Bank N.A</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(14,932</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">34,296,835</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">GBP</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">21,510,000</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Barclays Bank PLC</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1/21/15</td>
    <TD STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">708,824</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt"><b>Total</b></td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right; padding-left: 12pt">$</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">1,227,232</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="10" style="font: bold 12pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&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">&bull;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</td>
    <td colspan="12" style="vertical-align: bottom; font-weight: bold"><font style="font-weight: normal">OTC options purchased as of November 30, 2014 were as follows:</font></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="14" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="vertical-align: bottom; font-weight: bold">Description</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">Counterparty</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Put/<br>
Call</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Strike<br>
Price</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Expiration<br>
Date</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Contracts</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: right">Market<br>
Value</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="14" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Marsico Parent Superholdco LLC</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Goldman Sachs &amp; Co.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Call</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">942.86</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">12/14/19</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center">46</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-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="14" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="width: 15px">&nbsp;</td>
    <td style="width: 119px">&nbsp;</td>
    <td>&nbsp;</td>
    <td style="width: 67px">&nbsp;</td>
    <td style="width: 10px">&nbsp;</td>
    <td style="width: 19px">&nbsp;</td>
    <td style="width: 67px">&nbsp;</td>
    <td style="width: 97px">&nbsp;</td>
    <td>&nbsp;</td>
    <td style="width: 6px">&nbsp;</td>
    <td style="width: 13px">&nbsp;</td>
    <td style="width: 10px">&nbsp;</td>
    <td>&nbsp;</td>
    <td style="width: 19px">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"></P>


<!-- Field: Page; Sequence: 28 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->28<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt">&nbsp;</TD></TR>
</TABLE>

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 4%; font-weight: bold; text-align: center">&bull;</td>
    <td style="width: 96%; font-weight: bold"><font style="font-weight: normal">OTC interest rate swaptions purchased as of November 30, 2014 were as follows:</font></td></tr>
</table>
<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="18" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">Description</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt"><font style="font-family: FranklinGothic-DemiCnd,sans-serif">Counterparty</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">
        <P STYLE="font: 8pt FranklinGothic-DemiCnd,sans-serif; margin: 0; text-align: center"><b>Put/</b></P>
        <P STYLE="font: bold 8pt FranklinGothic-DemiCnd,sans-serif; margin: 0; text-align: center">Call</P></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">Exercise<BR>
Rate</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Pay/Receive</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Exercise Rate</P></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Floating</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Rate Index</P></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">Expiration Date</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">Notional<br>
Amount<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt; padding-left: 9pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">Market<br>
Value</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-top: 3pt; padding-bottom: 3pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt"><font style="font-family: FranklinGothic-BookCnd,sans-serif">10-Year Interest Rate Swap</font></td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt">Barclays Capital, Inc.</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt">Call</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt">2.54%</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt">Receive</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt"><font style="font-family: FranklinGothic-BookCnd,sans-serif">3-month LIBOR</font></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt">9/4/24</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt">USD</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt">18,700</td>
    <TD STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt">$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-bottom: 3pt">431,204</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 3pt">&nbsp;</td></tr>
<tr>
    <td>&nbsp;</td>
    <td style="width: 81px">&nbsp;</td>
    <td style="width: 6px">&nbsp;</td>
    <td style="width: 96px">&nbsp;</td>
    <td style="width: 6px">&nbsp;</td>
    <td>&nbsp;</td>
    <td style="width: 60px">&nbsp;</td>
    <td style="width: 72px">&nbsp;</td>
    <td style="width: 6px">&nbsp;</td>
    <td style="width: 72px">&nbsp;</td>
    <td>&nbsp;</td>
    <td style="width: 1px">&nbsp;</td>
    <td style="width: 24px">&nbsp;</td>
    <td>&nbsp;</td>
    <TD STYLE="width: 12px; padding-left: 9pt">&nbsp;</td>
    <td style="width: 72px">&nbsp;</td>
    <td style="width: 8px">&nbsp;</td>
    <td style="width: 1px">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: bottom; width: 4%; font-weight: bold; text-align: center">&bull;</td>
    <td style="vertical-align: bottom; width: 95%; font-weight: bold"><font style="font-weight: normal">OTC interest rate swaptions written as of November 30, 2014 were as follows:</font></td>
    <td style="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&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; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid">Description</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid"><font style="font-family: FranklinGothic-DemiCnd,sans-serif">Counterparty</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid">
        <P STYLE="font: 8pt FranklinGothic-DemiCnd,sans-serif; margin: 0; text-align: center"><b>Put/</b></P>
        <P STYLE="font: bold 8pt FranklinGothic-DemiCnd,sans-serif; margin: 0; text-align: center">Call</P></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid">Exercise<BR>
Rate</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Pay/Receive</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Exercise Rate</P></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Floating</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Rate Index</P></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid">Expiration Date</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid">Notional<br>
Amount<br>
(000)</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; padding-left: 9pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid">Market<br>
Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="17" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: FranklinGothic-BookCnd,sans-serif">10-Year Interest Rate Swap</font></td>
    <td style="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Barclays Capital, Inc.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Put</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">2.60%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Pay</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><font style="font-family: FranklinGothic-BookCnd,sans-serif">3-month LIBOR</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">9/4/24</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">18,700</td>
    <TD STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">$</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(434,685)</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="17" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <td></td>
    <td style="width: 81px"></td>
    <td style="width: 6px"></td>
    <td style="width: 96px"></td>
    <td style="width: 6px"></td>
    <td></td>
    <td style="width: 60px"></td>
    <td style="width: 72px"></td>
    <td style="width: 6px"></td>
    <td style="width: 72px"></td>
    <td></td>
    <td style="width: 1px"></td>
    <td style="width: 24px"></td>
    <td></td>
    <TD STYLE="width: 12px; padding-left: 9pt"></td>
    <td style="width: 72px"></td>
    <td style="width: 9px"></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 4%; font-weight: bold; text-align: center">&bull;</td>
    <td style="width: 96%; font-weight: bold"><font style="font-weight: normal">OTC credit default swaps &ndash; buy protection outstanding as of November 30, 2014 were as follows:</font></td></tr>
</table>
<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="33" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <td style="font-weight: bold">&nbsp;</td>
    <td style="font-weight: bold">Issuer</td>
    <td style="font-weight: bold">&nbsp;</td>
    <td style="font-weight: bold; text-align: center">Pay<br>
Fixed<br>
Rate</td>
    <td style="font-weight: bold">&nbsp;</td>
    <td colspan="3" style="font-weight: bold; text-align: center">Counterparty/<br>
Clearinghouse</td>
    <td style="font-weight: bold">&nbsp;</td>
    <td colspan="3" style="font-weight: bold; text-align: center">Expiration<br>
Date</td>
    <td style="font-weight: bold">&nbsp;</td>
    <td colspan="3" style="font-weight: bold; text-align: center">Notional<br>
Amount<br>
(000)</td>
    <TD COLSPAN="4" STYLE="font-weight: bold; text-align: center">Market<br>
Value</td>
    <TD COLSPAN="5" STYLE="font-weight: bold; text-align: center">Premiums<br>
Paid<br>
(Received)</td>
    <td colspan="3" style="font-weight: bold">&nbsp;</td>
    <td colspan="5" style="font-weight: bold">Unrealized<br>
Depreciation</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="33" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Australia &amp; New Zealand Banking Group Ltd.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1.00%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Deutsche Bank AG</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9/20/17</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(10)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">$</td>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(19)</td>
    <td colspan="3" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Westpac Banking Corp.</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">1.00%</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">Deutsche Bank AG</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9/20/17</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">USD</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(10)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(19)</td>
    <td colspan="3" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt">&nbsp;</td>
    <td colspan="16" style="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt"><b>Total</b></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right; padding-left: 9pt">$</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">(20)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right; padding-left: 9pt">$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">18</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right; padding-left: 9pt">$</td>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: right">(38)</TD></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 12%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 17%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%; padding-left: 9pt">&nbsp;</TD>
    <TD STYLE="width: 1%; border-top: Black 1pt solid; padding-left: 9pt">&nbsp;</TD>
    <TD STYLE="width: 8%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; padding-left: 9pt">&nbsp;</TD>
    <TD STYLE="width: 1%; border-top: Black 1pt solid; padding-left: 9pt">&nbsp;</TD>
    <TD STYLE="width: 8%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 9%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-top: 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 style="vertical-align: bottom; width: 4%; font-weight: bold; text-align: center">&bull;</td>
    <td style="vertical-align: bottom; width: 95%; font-weight: bold"><font style="font-weight: normal">OTC interest rate swaps outstanding as of November 30, 2014 were as follows:</font></td>
    <td style="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&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; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Fixed<br>
Rate</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Floating<br>
Rate</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Counterparty</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Expiration<br>
Date</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Notional<br>
Amount<br>
(000)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Market<br>
Value</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Premiums<br>
Received</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">Unrealized<br>
Depreciation</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 4pt; padding-bottom: 2pt">11.15%<sup>1</sup></td>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">1-Day OIS</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">Deutsche Bank AG</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; padding-top: 2pt; padding-bottom: 2pt">1/04/16</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">BRL</td>
    <TD STYLE="vertical-align: top; padding-left: 0.1in; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">56,933</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">&nbsp;&nbsp;&nbsp;$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">(299,012)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">&nbsp;&nbsp;&nbsp;$</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">(727)</td>
    <TD STYLE="vertical-align: bottom; padding-left: 9pt; text-align: right; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">&nbsp;&nbsp;&nbsp;$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 2pt; padding-bottom: 2pt">(298,285)</td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt; padding-bottom: 2pt">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="26" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; width: 12%">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; padding-top: 2pt"><font style="font-weight: normal"><sup>1</sup></font></td>
    <TD COLSPAN="21" STYLE="vertical-align: bottom; font-weight: bold; padding-top: 2pt"><font style="font-family: FranklinGothic-BookCnd,sans-serif; font-weight: normal">Fund pays the floating rate and receives the fixed rate.</font></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; padding-top: 2pt">&nbsp;</td></tr>
<tr>
    <td style="width: 9px">&nbsp;</td>
    <td style="width: 5px">&nbsp;</td>
    <td style="width: 0px">&nbsp;</td>
    <td style="width: 51px">&nbsp;</td>
    <td style="width: 1px">&nbsp;</td>
    <td style="width: 5px">&nbsp;</td>
    <td style="width: 54px">&nbsp;</td>
    <td style="width: 6px">&nbsp;</td>
    <td style="width: 114px">&nbsp;</td>
    <td>&nbsp;</td>
    <td style="width: 78px">&nbsp;</td>
    <td style="width: 5px">&nbsp;</td>
    <td style="width: 8px">&nbsp;</td>
    <td>&nbsp;</td>
    <td style="width: 10px">&nbsp;</td>
    <td style="width: 10px">&nbsp;</td>
    <td style="width: 53px">&nbsp;</td>
    <td style="width: 10px">&nbsp;</td>
    <td style="width: 67px">&nbsp;</td>
    <td style="width: 10px">&nbsp;</td>
    <td style="width: 67px">&nbsp;</td>
    <TD STYLE="width: 10px; padding-left: 9pt">&nbsp;</td>
    <td style="width: 8px">&nbsp;</td>
    <td>&nbsp;</td>
    <td style="width: 8px">&nbsp;</td>
    <td style="width: 1px">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 29 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->29<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt">&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 colspan="3">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; text-align: center">&bull;</td>
    <td colspan="2" style="vertical-align: bottom">Fair Value Measurements - Various inputs are used in determining the fair value of investments and derivative financial instruments. These inputs to valuation techniques are categorized into a disclosure hierarchy consisting of three broad levels for financial statement purposes. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The categorization of a value determined for investments and derivative financial instruments is based on the pricing transparency of the investment and derivative financial instrument and is not necessarily an indication of the risks associated with investing in those securities. The three levels of the fair value hierarchy are as follows:<br>
<br></td></tr>
<tr>
    <td style="vertical-align: bottom; width: 1%">&nbsp;</td>
    <td style="vertical-align: top; width: 1%; text-align: center">&bull;</td>
    <td style="vertical-align: bottom; width: 98%">Level 1 &mdash; unadjusted quoted prices in active markets/exchanges for identical assets or liabilities that the Trust has the ability to access</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="3">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: top; text-align: center">&bull;</td>
    <td style="vertical-align: bottom">Level 2 &mdash; other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs)</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="3">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: top; text-align: center">&bull;</td>
    <td style="vertical-align: bottom">Level 3 &mdash; unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Fund's own assumptions used in determining the fair value of investments and derivative financial instruments)</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="3">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <td colspan="3">Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In accordance with the Fund'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. For information about the Fund's policy regarding valuation of investments, please refer to the Fund's most recent financial statements as contained in its annual report.<br>
<br>
The following tables summarize the Fund's investments and derivative financial instruments categorized in the disclosure hierarchy as of November 30, 2014:<br>
<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 style="vertical-align: bottom">
    <TD colspan="17" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 1</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 2</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 3</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Total</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="17" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="16" style="vertical-align: bottom"><b>Assets:</b><sup> </sup>&nbsp;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="16" style="vertical-align: bottom">Investments:<sup> </sup></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="16" style="vertical-align: bottom">Long-Term Investments:</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: bottom">Common Stocks<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">$</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">2,548,953</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">$</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">995,846</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">$</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">1,705,455</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">$</td>
    <td style="vertical-align: bottom; text-align: right">5,250,254</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: bottom">Asset-Backed Securities<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">75,030,539</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">13,603,733</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; text-align: right">88,634,272</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: bottom">Corporate Bonds<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">366,309,909</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">8,980,313</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; text-align: right">375,290,222</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: bottom">Floating Rate Loan Interests<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">256,278,861</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">30,448,975</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; text-align: right">286,727,836</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: bottom">Foreign Agency Obligations<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">10,397,592</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; text-align: right">10,397,592</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: bottom">Non-Agency Mortgage-Backed Securities<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">71,306,297</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; text-align: right">71,306,297</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 6.3pt; text-indent: -6.3pt">U.S. Government Sponsored Agency Securities<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">33,274,172</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; text-align: right">33,274,172</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: bottom">Other Interests<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">135,393</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">8,750</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; text-align: right">144,143</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: bottom">Preferred Securities<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">12,207,058</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">57,668,637</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; text-align: right">69,875,695</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom">&nbsp;</td>
    <td style="vertical-align: bottom">Warrants<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">15,078</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; text-align: right">15,078</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom">Short-Term Securities</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">1,519,494</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; text-align: right">1,519,494</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 13.5pt; text-indent: -13.5pt">Unfunded Floating Rate Loan Interests</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">429,473</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 9pt">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; text-align: right">&mdash;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt">&nbsp;</td>
    <td style="vertical-align: bottom; text-align: right">429,473</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="17" STYLE="font-size: 2pt; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom"><b>Total</b></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">16,410,898</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 9pt">$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">871,691,326</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 9pt">$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">54,762,304</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 12pt">$</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">942,864,528</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="17" STYLE="font-size: 2pt; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 18%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 15%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 16%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%; padding-left: 9pt">&nbsp;</td>
    <TD STYLE="width: 1%; padding-left: 9pt">&nbsp;</td>
    <td style="width: 16%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <TD STYLE="width: 2%; padding-left: 12pt">&nbsp;</td>
    <td style="width: 21%">&nbsp;</td>
    <td style="width: 2%">&nbsp;</td></tr>
</table>

<!-- Field: Page; Sequence: 30 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->30<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (continued) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt">&nbsp;</TD></TR>
</TABLE>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD colspan="16" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 1</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 2</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 3</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Total</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="16" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="15" style="vertical-align: bottom">Derivative Financial Instruments<sup> 1</sup></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="15" style="vertical-align: bottom"><b>Assets:</b><sup> </sup></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Foreign currency exchange contracts</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,246,710</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">$</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">1,246,710</td>
    <td 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: FranklinGothic-BookCnd,sans-serif">Interest rate contracts</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">62,876</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">431,204</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">494,080</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="15" style="vertical-align: bottom"><b>Liabilities:</b><sup> </sup></td>
    <td 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: FranklinGothic-BookCnd,sans-serif">Credit contracts</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(38</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(38</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: FranklinGothic-BookCnd,sans-serif">Foreign currency exchange contracts</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(19,478</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(19,478</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: FranklinGothic-BookCnd,sans-serif">Interest rate contracts</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(433,304</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(732,970</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(1,166,274</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="16" STYLE="font-size: 2pt; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom"><b>Total</b><sup> </sup></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">(370,428</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; vertical-align: bottom; text-align: left">)</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; vertical-align: bottom; text-align: right; padding-left: 24pt">$</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">925,428</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&mdash;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 24pt">$</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">555,000</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="16" STYLE="font-size: 2pt; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="width: 19%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 15%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 16%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 16%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <TD STYLE="width: 2%; padding-left: 24pt">&nbsp;</td>
    <td style="width: 21%">&nbsp;</td>
    <td style="width: 2%">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 1%"><sup>1</sup></td>
    <td style="vertical-align: bottom; width: 99%">Derivative financial instruments are financial futures contracts, which are valued at the unrealized appreciation/depreciation on the instrument.</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="16" style="vertical-align: bottom">

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">The Fund may hold assets and/or liabilities in which the fair value approximates
        the carrying amount for financial reporting purposes. As of November 30, 2014, such assets and/or liabilities are categorized within
        the disclosure hierarchy as follows:</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><sup>&nbsp;</sup></P></td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="17" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 1</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 2</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center">Level 3</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td style="vertical-align: bottom; font-weight: bold; text-align: center">Total</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="17" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="16" style="vertical-align: bottom"><b>Assets:</b><sup> </sup>&nbsp;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cash pledged as collateral for OTC derivatives<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100,000</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">$</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">100,000</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cash pledged as collateral for reverse repurchase agreements<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">600,000</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">600,000</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Cash pledged for financial futures contracts</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">428,500</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">428,500</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="16" style="vertical-align: bottom"><b>Liabilities:</b><sup> </sup>&nbsp;</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Bank overdraft<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">$</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(654,502</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(654,502</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Foreign currency at value<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(215,896</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(215,896</td>
    <td style="font: 8pt Arial, Helvetica, Sans-Serif">)</td></tr>
<tr>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">Reverse repurchase agreements<sup> </sup></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 12pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(280,488,614</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">)</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 24pt; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(280,488,614</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left; vertical-align: bottom">)</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="17" STYLE="font-size: 2pt; width: 12%">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom"><b>Total</b><sup> </sup></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">1,128,500</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-left: 12pt; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">(281,359,012</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: left; border-top: Black 1pt solid; border-bottom: Black 1pt solid">)</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&mdash;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-left: 24pt; border-top: Black 1pt solid; border-bottom: Black 1pt solid">$</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">(280,230,512</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">)</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="17" STYLE="font-size: 2pt; width: 12%">&nbsp;</td></tr>
<tr>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 18%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 15%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%; padding-left: 12pt">&nbsp;</td>
    <TD STYLE="width: 1%; padding-left: 12pt">&nbsp;</td>
    <td style="width: 16%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <td style="width: 16%">&nbsp;</td>
    <td style="width: 1%">&nbsp;</td>
    <TD STYLE="width: 2%; padding-left: 24pt">&nbsp;</td>
    <td style="width: 21%">&nbsp;</td>
    <td style="width: 2%">&nbsp;</td></tr>
</table>


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


<!-- Field: Page; Sequence: 31 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK LIMITED DURATION INCOME TRUST</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2014</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->31<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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; font: 10pt Arial, Helvetica, Sans-Serif; margin-bottom: 12pt">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 61%; border-top: rgb(0,112,192) 8px solid; padding-top: 3pt"><FONT STYLE="font-size: 16pt; color: Navy">Schedule
    of Investments</FONT><FONT STYLE="color: navy"> (concluded) </FONT></TD>
    <TD NOWRAP STYLE="width: 39%; border-top: rgb(0,112,192) 8px solid; color: Navy; text-align: right; padding-top: 3pt; font-size: 9pt"><B>BlackRock
    Limited Duration Income Trust (BLW)</B></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="color: Navy; text-align: right; font-size: 8pt">&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%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 23%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: bottom; width: 11%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Common Stocks</b></font></td>
    <td style="vertical-align: bottom; width: 11%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Asset-Backed Securities</b></font></td>
    <td style="vertical-align: bottom; width: 10%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Corporate&nbsp;Bonds</b></font></td>
    <td style="vertical-align: bottom; width: 11%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Floating Rate Loan Interests</b></font></td>
    <td style="vertical-align: bottom; width: 6%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Other&nbsp;Interests</b></font></td>
    <td style="vertical-align: top; width: 9%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Unfunded </b>&nbsp;<b>Floating Rate Loan Interests</b><sup> </sup><b>(Liabilities)</b></font></td>
    <td style="vertical-align: bottom; width: 8%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Warrants</b></font></td>
    <td style="vertical-align: bottom; width: 11%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Total</b></font></td></tr>
<tr style="vertical-align: top">
    <td style="padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Assets:</b></font></td>
    <td style="padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Opening Balance, as of August 31, 2014</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$2,748,166</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$14,418,405</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$8,907,388</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$33,197,391</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$8,750</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$(175)</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$59,279,925</font></td></tr>
<tr>
    <td style="vertical-align: top; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Transfers into Level 3<sup>1</sup></font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,246,183</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$14,419</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">10,260,602</font></td></tr>
<tr>
    <td style="vertical-align: top; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Transfers out of Level 3<sup>2</sup></font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(10,116,243)</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(11,748,237)</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">(21,864,480)</font></td></tr>
<tr>
    <td style="vertical-align: top; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Accrued discounts/premiums</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; text-align: right; text-indent: 0in">(1,032,233)</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(215)</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">20,138</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(1,012,310)</td></tr>
<tr>
    <td style="vertical-align: top; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Net realized gain</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">9,775</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">3,078</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">12,853</td></tr>
<tr>
    <TD STYLE="vertical-align: top; padding-left: 9pt; font-family: Arial, Helvetica, Sans-Serif; text-indent: -9pt"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Net change in unrealized appreciation/depreciation<sup>3</sup></font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(1,042,711)</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">772,201</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(25,770)</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(447,741)</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">175</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">659</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(743,187)</td></tr>
<tr>
    <td style="vertical-align: top; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Purchases</font></td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">10,397,911</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">98,910</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">996,801</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">11,493,622</td></tr>
<tr>
    <td style="vertical-align: top; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Sales</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(846,083)</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.1in; text-align: right; text-indent: 0in">(1,818,638)</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&mdash;</td>
    <td style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-right: 0.1in; padding-left: 0.1in; text-align: right; text-indent: -0.1in">(2,664,721)</td></tr>
<tr>
    <td style="vertical-align: top; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><b>Closing Balance, as of November 30, 2014</b></font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$1,705,455</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$13,603,733</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$8,980,313</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$30,448,975</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$8,750</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; text-align: right">&mdash;</td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; text-align: right">$15,078</td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; text-align: right">$54,762,304</td></tr>
<tr>
    <td style="vertical-align: top; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Net change in unrealized appreciation/depreciation on investments still held at November 30, 2014<sup>3</sup></font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$(1,042,711)</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$776,900</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$(25,770)</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">$(432,614)</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">&mdash;</font></td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; text-align: right">&mdash;</td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; text-align: right">$659</td>
    <td style="vertical-align: bottom; border-bottom: Black 1.5pt solid; padding-right: 0.1in; padding-left: 1.45pt; text-align: right">$(723,536)</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,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: 2%; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><sup>1</sup></font></td>
    <TD STYLE="vertical-align: bottom; width: 98%; padding-top: 3pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">As of August 31, 2014, the Fund used observable inputs in determining the value of certain investments. As of November 30, 2014, the Fund used significant unobservable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $7,300,871 transferred from Level 2 to Level 3 in the disclosure hierarchy.</font></td></tr>
</table>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,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: 2%; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><sup>2</sup></font></td>
    <TD STYLE="vertical-align: bottom; width: 98%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">As of August 31, 2014, the Fund used significant unobservable inputs in determining the value of certain investments. As of November 30, 2014, the Fund used observable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $21,864,480 transferred from Level 3 to Level 2 in the disclosure hierarchy.</font></td></tr>
</table>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,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: 2%; font-family: Arial, Helvetica, Sans-Serif; text-align: left"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif"><sup>3</sup></font></td>
    <TD STYLE="vertical-align: bottom; width: 98%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif">Any difference between Net change in unrealized appreciation/depreciation and Net change in unrealized appreciation/depreciation on investments still held at November 30, 2014 is generally due to investments no longer held or categorized as Level 3 at period end.</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif,sans-serif; margin: 0">&nbsp;</P>



<!-- Field: Page; Sequence: 32 -->
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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 2 &ndash; Controls and Procedures</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0%"></TD><TD STYLE="width: 40pt; text-align: left">2(a) &ndash; &#9;</TD><TD>The registrant's principal executive and principal
financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures
(as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the &Prime;1940 Act&Prime;)) are effective
as of a date within 90 days of the filing of this report based on the evaluation of these controls and procedures required by
Rule 30a-3(b) under the 1940 Act and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended.</TD>
</TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 0"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0%"></TD><TD STYLE="width: 40pt; text-align: left">2(b) &ndash; &#9;</TD><TD>There were no changes in the registrant's internal
control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrant's last fiscal
quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial
reporting.</TD>
</TR></TABLE>

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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 40pt; text-indent: 0">Certifications &ndash; Attached hereto</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 40pt">Pursuant to the requirements of the Securities Exchange
Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the
undersigned, thereunto duly authorized.</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 40pt">BlackRock Limited Duration Income Trust</P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 11pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 40pt; padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="width: 5%; padding-left: 0; text-indent: 0">By:</TD>
    <TD STYLE="padding-left: 0; text-indent: 0"><U>/s/ John M. Perlowski</U></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; text-indent: 0; padding-left: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; text-indent: 0; padding-left: 0">John M. Perlowski</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; padding-left: 0; text-indent: 0">Chief Executive Officer (principal executive officer) of</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; padding-left: 0; text-indent: 0">BlackRock Limited Duration Income Trust</TD></TR>
</TABLE>


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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 40pt">Date: January 22, 2015</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 40pt">Pursuant to the requirements of the Securities Exchange
Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the
registrant and in the capacities and on the dates indicated.</P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 11pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 40pt; padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="width: 5%; padding-left: 0; text-indent: 0">By:</TD>
    <TD STYLE="padding-left: 0; text-indent: 0"><U>/s/ John M. Perlowski</U></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; text-indent: 0; padding-left: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; text-indent: 0; padding-left: 0">John M. Perlowski</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; padding-left: 0; text-indent: 0">Chief Executive Officer (principal executive officer) of</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; padding-left: 0; text-indent: 0">BlackRock Limited Duration Income Trust</TD></TR>
</TABLE>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 40pt">Date: January 22, 2015</P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 11pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 40pt; padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="width: 5%; padding-left: 0; text-indent: 0">By:</TD>
    <TD STYLE="padding-left: 0; text-indent: 0"><U>/s/ Neal J. Andrews</U></TD>
    </TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; text-indent: 0; padding-left: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; text-indent: 0; padding-left: 0">Neal J. Andrews</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; text-indent: 0; padding-left: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; text-indent: 0; padding-left: 0">Chief Financial Officer (principal financial officer) of</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; padding-left: 0; text-indent: 0">&nbsp;</TD>
    <TD STYLE="text-align: left; padding-left: 0; text-indent: 0">BlackRock Limited Duration Income Trust</TD></TR>
</TABLE>


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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 40pt">Date: January 22, 2015</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; padding-bottom: 10pt"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE<BR>SARBANES-OXLEY ACT OF 2002</B></P>

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

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



<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under
our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made
known to us by others within those entities, particularly during the period in which this report is being prepared;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such internal control over financial reporting, or caused such internal control over financial reporting to be
designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally accepted accounting principles;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">c)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions
about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this
report, based on such evaluation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">d)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the
registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's
internal control over financial reporting; and</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and</P>



<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.</P>



<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: <FONT STYLE="font-size: 11pt">January
22, 2015</FONT></P>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">Chief Executive Officer (principal executive
officer) of<BR>
BlackRock 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; padding-bottom: 10pt"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE<BR>SARBANES-OXLEY ACT OF 2002</B></P>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under
our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made
known to us by others within those entities, particularly during the period in which this report is being prepared;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such internal control over financial reporting, or caused such internal control over financial reporting to be
designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally accepted accounting principles;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">c)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions
about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this
report, based on such evaluation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">d)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the
registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's
internal control over financial reporting; and</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting
which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information;
and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.57in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: <FONT STYLE="font-size: 11pt">January
22, 2015</FONT></P>

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

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

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