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<SEC-DOCUMENT>0000900092-08-000201.txt : 20080729
<SEC-HEADER>0000900092-08-000201.hdr.sgml : 20080729
<ACCEPTANCE-DATETIME>20080729102230
ACCESSION NUMBER:		0000900092-08-000201
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20080531
FILED AS OF DATE:		20080729
DATE AS OF CHANGE:		20080729
EFFECTIVENESS DATE:		20080729

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC
		CENTRAL INDEX KEY:			0001259708
		IRS NUMBER:				000000000

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21413
		FILM NUMBER:		08974496

	BUSINESS ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809
		BUSINESS PHONE:		800-441-7762

	MAIL ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	FLOATING RATE INCOME STRATEGIES FUND INC
		DATE OF NAME CHANGE:	20030813
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>final.htm
<DESCRIPTION>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.
<TEXT>

<HTML>
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   <TITLE>Floating Rate Income Strategies FRA -- Converted by SEC Publisher, created by BCL Technologies Inc., for SEC Filing</TITLE>
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<FONT face="ArialMT,Arial,Helvetica,sans-serif">UNITED STATES</FONT><BR>
<FONT face="ArialMT,Arial,Helvetica,sans-serif"> SECURITIES AND EXCHANGE COMMISSION </FONT><BR>
<FONT face="ArialMT,Arial,Helvetica,sans-serif">Washington, D.C. 20549</FONT><BR>
<BR>
<B><FONT face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">FORM N-Q</FONT></B><BR>
<BR>
<B><FONT face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED </FONT></B><BR>
<B><FONT face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">MANAGEMENT INVESTMENT COMPANY</FONT></B></TD></TR></TABLE>
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<P align="left">
<TABLE><TR><TD nowrap>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Investment Company Act file number 811-21413</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Name of Fund: BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Fund Address: 100 Bellevue Parkway, Wilmington, DE 19809</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Name and address of agent for service: Donald C. Burke, Chief Executive Officer, BlackRock Floating Rate </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Income Strategies Fund, Inc., 800 Scudders Mill Road, Plainsboro, NJ, 08536. Mailing address: P.O. Box </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">9011, Princeton, NJ, 08543-9011</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Registrant&#146;s telephone number, including area code: (800) 882-0052, Option 4</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date of fiscal year end: 08/31/2008</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date of reporting period: 03/01/2008 &#150; 05/31/2008</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Item 1 &#150; Schedule of Investments</FONT></TD></TR></TABLE>
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<TR valign="bottom">
	<TD align=left width=58% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=58% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=37% nowrap colspan=7>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=7>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Floating Rate Loan Interests</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Aerospace &amp; Defense - 4.6%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=38% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Avio Holding SpA Term Loan, 8.718%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9/25/16</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=17% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,991</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,821,783</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Avio Holding SpA Term Loan B, 6.843% -</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6.853%, 9/25/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,669</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,547,347</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Avio Holding SpA Term Loan C, 7.468%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9/25/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,771</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,642,005</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=47% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Hawker Beechcraft Acquisition Co. LLC Letter</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">of Credit, 4.73%, 3/31/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">240</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">224,757</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=38% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Hawker Beechcraft Acquisition Co. LLC Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan B, 4.696%, 3/31/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,120</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,856,828</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=38% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">IAP Worldwide Services, Inc. First Lien Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 9%, 12/20/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,198</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,809,291</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=38% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Vought Aircraft Industries, Inc. Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.37%, 12/22/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,850</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,764,568</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=47% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Vought Aircraft Industries, Inc. Tranche B Line</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">of Credit Deposit, 7.82%, 12/22/10</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">560</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">526,866</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">14,193,445</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Airlines - 0.6%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=47% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">US Airways Group, Inc. Term Loan B, 4.883%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3/22/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,980</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,342,440</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=47% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">United Air Lines, Inc. Term Loan B, 4.625% - 4.954%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">712</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">544,138</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,886,578</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Auto &amp; Transportation - 0.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=38% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Delta Air Lines, Inc. First Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7.36%, 5/15/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,237</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,050,107</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Auto Components - 2.9%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=38% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Affinia Group, Inc. Term Loan B, 5.899%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">11/30/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,544</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,314,650</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Allison Transmission Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.48% - 5.75%, 8/07/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,991</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,570,298</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=47% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Delphi Automotive Systems Term Loan, 8.50%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">12/31/08</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,361</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,336,512</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=38% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">GPX International Tire Corp. Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9.72%, 4/06/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">899</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">628,982</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8,850,442</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Beverages - 0.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=47% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Culligan International Second Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8.842%, 4/24/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=7% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">388,936</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Biotechnology - 0.4%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=47% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Talecris Biotherapeutics, Inc. First Lien Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 6.18% - 8.25%, 11/13/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=17% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,492</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,358,123</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Broadcasting - 2.4%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=38% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Charter Communications, Inc. Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.89%, 4/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7,481</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6,643,859</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Univision Communications, Inc. First Lien</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 5.494%, 9/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">834</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">702,659</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7,346,518</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Building Products - 2.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=38% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Building Material Corp. of America First Lien</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 6.75%, 2/22/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,750</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,457,813</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Headwaters, Inc. Term Loan B-1, 4.40%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4/30/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,077</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,025,426</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=38% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Masonite International Term Loan B, 4.63% -</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.046%, 4/06/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">947,506</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=38% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">PGT Industries, Inc. First Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.53% - 7.93%, 2/14/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,778</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,361,170</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=7% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6,791,915</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">1</FONT></P>

<HR noshade align="center" width="100%" size=2>



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<A name="page_2"></A>

<TABLE border=0 cellspacing=0 cellpadding=0>
<TR valign="bottom">
	<TD align=left width=60% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=60% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=35% nowrap colspan=5>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=5>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Floating Rate Loan Interests</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Cable - U.S. - 0.7%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Cequel Communications LLC Term Loan</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">B, 4.685%, 11/05/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=23% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 2,137</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,988,297</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Capital Markets - 0.5%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">RiskMetrics Group, Inc. Term Loan, 4.946%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,453</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,405,871</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Chemicals - 8.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">BOC Edwards Ltd. Term Loan B, 4.644%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5/21/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">496</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">389,556</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Hercules, Inc. Term Loan B, 3.881%, 10/08/10</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,300</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,268,313</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Huish Detergents, Inc. First Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.70%, 4/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,489</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,318,337</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">ISP Chemco Term Loan B, 4.125% - 4.563%, 5/25/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">993</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">942,255</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Ineos Group Plc Term Loan B, 4.885%, 2/20/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">875</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">800,625</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Ineos Group Plc Term Loan C, 5.385%, 2/20/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">875</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">800,625</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Invista Term Loan, 4.196%, 4/29/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">953</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">915,641</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Invista Term Loan B1, 4.196%, 4/29/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,077</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,995,644</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Nalco Co. Tranche B Term Loan, 4.34% - 6.48%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">11/04/10</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,490</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,428,378</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">PQ Corp. First Lien Term Loan, 8.61%, 5/29/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,750,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Rockwood Specialties Group, Inc. Tranche D</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 4.399%, 12/10/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,940</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,853,307</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Viridian Group Plc Term Loan, 8.526% -</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9.621%, 12/21/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=13% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">GBP</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,251,872</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Wellman, Inc. Second Lien Term Loan,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9.989%, 2/10/10 (a)(b)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=23% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 4,750</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,092,500</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">24,807,053</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Commercial Services &amp;</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">ARAMARK Corp. Letter of Credit, 5.198%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Supplies - 2.8%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">211</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">197,682</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">ARAMARK Corp. Term Loan B, 4.57%, 1/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,316</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,111,652</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Brickman Group, Inc. Term Loan, 4.696%, 1/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">743</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">696,094</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Camelbak Products LLC First Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7.85%, 8/04/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">621</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">524,652</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">John Maneely Co. Term Loan B, 5.966% - 8.608%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">12/15/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">896</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">834,456</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Metokote Corp. Second Lien Term Loan,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.70% - 7.76%, 11/27/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">464</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">431,528</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Waste Services, Inc. Term Loan E, 7.40%, 3/31/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">897</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">885,886</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">West Corp. Term Loan, 5.021% - 7.197%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10/31/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,975</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,826,216</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8,508,166</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Communications Equipment - 1.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Alltel Corp. Term Loan B3, 5.248%, 5/18/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,487</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,159,060</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Computers &amp; Peripherals - 1.4%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Intergraph Corp. Term Loan, 5.09% - 5.125%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">419</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">402,466</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Intergraph Corp. Term Loan, 8.646%, 11/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">481,875</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Reynolds and Reynolds Co. First Lien Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 4.383%, 10/31/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,536</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,377,319</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,261,660</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Containers &amp; Packaging - 1.9%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Berry Plastics Corp. Term Loan B, 9.728%, 6/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,127</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">789,104</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=45% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Consolidated Container Co. LLC Second Lien</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 7.88% - 8.399%, 10/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">550</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">239,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Graham Packaging Co. LP Term Loan B,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=30% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.875%, 4/15/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,980</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,888,425</FONT>&nbsp;
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">2</FONT></P>

<HR noshade align="center" width="100%" size=2>



<!--$$/page=-->
<A name="page_3"></A>

<TABLE border=0 cellspacing=0 cellpadding=0>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=38% nowrap colspan=7>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=7>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Floating Rate Loan Interests</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Graphic Packaging International Corp. Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan B, 5.44% - 5.67%, 5/16/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 2,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,928,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Smurfit-Stone Container Corp. Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.875% - 5.125%, 11/01/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">322</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">311,369</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Smurfit-Stone Container Corp. Term Loan C,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.709% - 5.125%, 11/01/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">611</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">591,465</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,747,613</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Diversified Consumer Services - 0.9%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Coinmach Laundry Corp. Term Loan B, 6.07%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">11/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,655,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Diversified Financial Services - 1.8%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Chrysler Financial Corp. First Lien Term Loan, 6.80%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8/03/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,990</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,582,112</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">J.G. Wentworth Manufacturing Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.921%, 4/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,300</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,811,250</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,393,362</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Diversified Media - 1.8%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Nielsen Finance LLC Term Loan B, 5.346%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8/09/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,910</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,549,095</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Diversified Telecommunication</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Alaska Communications Systems Holdings, Inc.</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Services - 0.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Incremental Term Loan, 4.446%, 2/01/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">995</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">943,581</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Electrical Equipment - 1.8%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Generac Power Systems, Inc. First Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.184%, 11/15/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,304</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,059,546</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Sensus Metering Systems, Inc. Term Loan B-1,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.638% - 6.901%, 12/17/10</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,578</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,303,565</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Sensus Metering Systems, Inc. Term Loan B-2,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6.718% - 6.901%, 12/19/10</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">316</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">296,866</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,659,977</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Energy Equipment &amp; Services - 0.8%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Helix Energy Solutions Term Loan B, 4.381% -</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.71%, 7/01/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">506</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">490,830</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">MEG Energy Corp. Delayed Draw Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.69% - 6.73%, 3/23/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">998</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">941,322</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=96% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">MEG Energy Corp. Term Loan B, 4.70%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4/03/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">980</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">922,016</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,354,168</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Food &amp; Staples Retailing - 2.9%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Advantage Sales &amp; Marketing Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.59% - 4.70%, 4/15/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,468</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,376,503</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Bolthouse Farms, Inc. Second Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8.196%, 12/01/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">940,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">DS Waters LP Term Loan B, 4.631% - 5.113%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">11/15/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">988</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">918,375</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Dole Food Co., Inc. Term Loan B, 4.75% - 6%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4/12/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">565</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">522,827</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Dole Food Co., Inc. Term Loan C, 4.75% - 6%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4/04/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,884</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,742,757</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">IGLO Birds Eye Term Loan B, 7.018% - 7.393%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10/27/19</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">748,312</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">IGLO Birds Eye Term Loan C, 6.116% - 6.239%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10/27/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">748,312</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">McJunkin Corp. Term Loan B, 6.134%, 1/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 731</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">719,131</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=96% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Sturm Foods, Inc. First Lien Term Loan,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.438% -9.313%, 1/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">983</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">764,727</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Sturm Foods, Inc. Second Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8.938% - 9.313%, 6/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">998</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">558,611</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9,039,555</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">3</FONT></P>

<HR noshade align="center" width="100%" size=2>



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<TABLE border=0 cellspacing=0 cellpadding=0>
<TR valign="bottom">
	<TD align=left width=58% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=58% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=38% nowrap colspan=5>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=5>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=9% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Floating Rate Loan Interests</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Food &amp; Tobacco - 0.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Dole Food Co., Inc. Letter of Credit, 2.58%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4/12/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=26% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 256</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 237,110</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Health Care Equipment &amp; Supplies - 1.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Biomet, Inc. Term Loan B, 5.696%, 3/25/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,989</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,901,983</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">ReAble Therapeutics Finance LLC Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.696%, 5/14/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">998</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">970,069</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,872,052</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Health Care Providers &amp;</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">CCS Medical First Lien Term Loan, 5.93%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Services - 2.6%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10/31/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">477</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">407,816</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Community Health Systems, Inc. Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.335%, 6/18/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,276</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,088,485</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">DaVita, Inc. Term Loan B, 4.20%, 7/30/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,913,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Health Management Associates, Inc. Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan B, 4.446%, 1/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,944</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,802,375</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Sterigenics International, Inc. Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.05%, 11/30/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">731</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">657,892</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7,869,818</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Hotels, Restaurants &amp; Leisure - 4.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Golden Nugget, Inc. Term Loan, 4.39% -</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.46%, 5/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">318</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">290,341</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Golden Nugget, Inc. Term Loan Second Lien,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.71% - 5.81%, 11/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">340,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Green Valley Ranch Gaming LLC Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.894%, 8/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">328,125</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Greenwood Racing, Inc. Term Loan, 4.64%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">11/15/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">494</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">459,188</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Hallmark Entertainment Second Lien Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 6.91%, 10/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,750</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,575,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Harrah's Entertainment, Inc. Term Loan B2,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.906% - 6.244%, 1/29/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,800</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,614,063</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Harrah's Entertainment, Inc. Term Loan B3,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6.244%, 1/29/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">211</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">197,947</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Harrah's Operating Term Loan B, 6.241%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/31/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">238</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">222,095</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Las Vegas Sands LLC Delay Draw Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.17%, 5/23/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">400</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">367,667</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Las Vegas Sands LLC Term Loan B, 4.45%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5/04/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,588</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,459,637</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Penn National Gaming, Inc. Term Loan B,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.13% - 4.66%, 10/03/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,204</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,170,737</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">QCE LLC First Lien Term Loan, 4.938% - 7.61%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5/05/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">491</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">418,688</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Travelport, Inc. Standby Letter of Credit,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.946%, 8/31/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">178</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">163,053</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Travelport, Inc. Term Loan B, 4.631%, 8/31/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">889</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">812,622</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Venetian Macau US Finance Co. LLC Delay</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Draw Term Loan, 4.95%, 5/25/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">750</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">723,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Venetian Macau US Finance Co. LLC Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan B, 4.95%, 5/25/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,447,500</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">12,590,413</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Household Durables - 2.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">American Achievement Corp. Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.98% - 6.50%, 3/22/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">977</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">957,015</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">American Residential Services Second Lien</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan,12%, 4/17/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=15% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,971,308</FONT>&nbsp;
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">4</FONT></P>

<HR noshade align="center" width="100%" size=2>



<!--$$/page=-->
<A name="page_5"></A>

<TABLE border=0 cellspacing=0 cellpadding=0>
<TR valign="bottom">
	<TD align=left width=57% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=57% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=39% nowrap colspan=5>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=5>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=9% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Floating Rate Loan Interests</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Simmons Co. Tranche B Term Loan, 6.375% -</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8.75%, 12/19/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=27% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 3,165</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 2,817,708</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Yankee Candle Co., Inc. Term Loan B, 4.39%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2/06/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,250</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,139,733</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6,885,764</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Household Products - 0.5%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Spectrum Brands, Inc. Letter of Credit,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2.678%, 4/15/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">81</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">76,587</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Spectrum Brands, Inc. Term Loan B-1,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6.59% - 7.07%, 4/15/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,599</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,520,510</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,597,097</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">IT Services - 4.8%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Activant Solutions Term Loan B, 4.75% - 5.063%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5/02/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,048</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,812,457</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Audio Visual Services Corp. Second Lien Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 8.20%, 9/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">900,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Audio Visual Services Corp. Term Loan B,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.95%, 3/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,493</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,268,625</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Ceridian Corp. Term Loan, 5.59%, 11/07/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,750,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">First Data Corp. Term Loan B, 5.143% - 5.446%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9/24/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,244</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,152,872</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">First Data Corp. Term Loan B2, 5.349% - 5.446%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9/24/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,997</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,852,222</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">First Data Corp. Term Loan B3, 5.349% - 5.446%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9/24/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">997</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">925,300</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">RedPrairie Corp. Term Loan, 5% - 7%, 7/31/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">641</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">564,270</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">RedPrairie Corp. Term Loan, 9.275%, 1/31/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">300</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">255,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">SunGard Data Systems, Inc. Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.508%, 2/11/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,477</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,215,814</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">14,696,560</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Independent Power Producers &amp; Energy</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">The AES Corp. Term Loan, 7% - 7.19%, 8/10/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,571</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,534,762</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Traders - 2.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Calpine Corporation Term Loan, 11.07%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3/11/10</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">17</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">16,128</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">TXU Corp. Term Loan B-2, 6.478% - 6.596%, 10/14/29</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,493</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,404,477</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">TXU Corp. Term Loan B-3, 6.234% - 6.478%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10/10/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,980</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,740,205</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6,695,572</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industrial Conglomerates - 0.4%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Sequa Corp. Term Loan B, 5.95%, 11/21/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">998</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">948,248</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Trimas Corp. Letter of Credit, 2.553%, 8/02/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">375</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">350,625</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,298,873</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Insurance - 0.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Alliant Insurance Services Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.696% - 7.83%, 10/23/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">498</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">461,431</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Leisure Equipment &amp; Products - 2.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">24 Hour Fitness Term Loan B, 5.20% - 7.22%, 6/08/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,920</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,645,600</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Easton-Bell Sports, Inc. Term Loan B, 4.39% -</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.65%, 3/27/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,242</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,930,233</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Fender Musical Instruments Corp. Delay Draw</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 6.97%, 5/25/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">167</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">150,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Fender Musical Instruments Corp. Term Loan</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">B, 7.16%, 5/25/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">331</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">298,247</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7,024,330</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Machinery - 3.6%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Harrington Holdings, Inc. Term Loan, 4.631%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">990</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">910,800</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=43% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Invensys Plc Term Loan A, 4.71%, 12/15/10</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,354</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,252,305</FONT>&nbsp;
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">5</FONT></P>

<HR noshade align="center" width="100%" size=2>



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<A name="page_6"></A>

<TABLE border=0 cellspacing=0 cellpadding=0>
<TR valign="bottom">
	<TD align=left width=59% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=59% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=35% nowrap colspan=5>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=5>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Floating Rate Loan Interests</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
 &nbsp; &nbsp; &nbsp; &nbsp;<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">NACCO Materials Handling Group Term Loan</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">B, 4.676% - 4.863%, 3/21/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=23% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,474</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,330,059</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Navistar International Transportation Corp.</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Revolving Credit, 6.149% - 6.292%, 6/30/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,333</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,252,223</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Navistar International Transportation Corp.</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 2.453% - 6.149%, 6/30/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,667</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,443,612</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">OshKosh Truck Corp. Term Loan B, 4.76%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">11/30/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,975</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,885,301</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">11,074,300</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Manufacturing - 0.6%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Jason, Inc. Term Loan B, 5.216% - 6.50%, 4/30/10</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">488</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">426,614</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Trimas Corp. Term Loan B, 7.234%, 8/02/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,601</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,496,584</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,923,198</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Media - 18.5%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Affinion Group, Inc. Term Loan, 9.267%, 3/01/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,670,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Alix Partners Term Loan B, 4.71%, 10/30/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,591</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,534,970</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Bresnan Telecommunications Term Loan B2,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.93%, 9/17/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,428,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=96% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Cequel Communications LLC Second Lien</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 7.373%, 5/04/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,715,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Clarke American Corp. Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.196% - 5.198%, 3/12/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">992</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">828,241</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=96% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">ClientLogic Holding Corp. Term Loan B,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.881% - 5.359%, 1/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">973</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">778,768</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EMMIS Communications Term Loan B, 4.671% -</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.674%, 10/31/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">962</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">838,647</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=96% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Education Media and Publishing First Lien</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan B, 6.901%, 11/14/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,636</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,412,273</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Education Media and Publishing Second Lien</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 11.401%, 11/14/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9,102</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7,554,971</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">GateHouse Media Operating, Inc. Delay Draw</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 4.65%, 9/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">592</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">412,688</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">GateHouse Media Operating, Inc. Term Loan</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">B, 4.65% - 4.72%, 9/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,395,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Gray Communications Systems, Inc. Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan B, 6.21%, 9/18/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">998</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">894,840</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">HIT Entertainment Ltd. First Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.79%, 8/31/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">732</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">662,491</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=96% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Hanley-Wood LLC Term Loan B, 4.938% -</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.96%, 3/07/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,493</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,143,628</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Idearc, Inc. Term Loan B, 6.83%, 11/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,903</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,580,523</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Insight Midwest Holdings LLC Delay Draw Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 4.69%, 4/03/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,375</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,221,920</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Intelsat Ltd. Term Loan B, 5.184%, 6/27/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,921</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,850,492</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Intelsat Ltd. Term Loan B, 5.20%, 1/31/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,525</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,543,506</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Mediacom Broadband Group Tranche A Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 3.89% - 4.13%, 3/31/10</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,263</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,199,375</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Mediacom LLC Term Loan C, 4.14% - 4.38%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/31/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,121</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,838,354</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Metro-Goldwyn-Mayer Studios, Inc. Term Loan</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">B, 8.108%, 4/30/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,833</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,082,157</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Multicultural Radio Broadcasting Inc. Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 5.75%, 12/15/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">355</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">323,050</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=49% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">National Cinemedia LLC Term Loan B, 4.62%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=23% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2/28/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">919,219</FONT>&nbsp;
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">6</FONT></P>

<HR noshade align="center" width="100%" size=2>



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<TABLE border=0 cellspacing=0 cellpadding=0>
<TR valign="bottom">
	<TD align=left width=57% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=57% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=38% nowrap colspan=7>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=7>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Floating Rate Loan Interests</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">NextMedia Group, Inc. Delay Draw Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.098%, 11/15/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 314</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 285,314</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">NextMedia Group, Inc. First Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6.451%, 11/15/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">419</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">380,203</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">NextMedia Group, Inc. Second Lien Term</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 7.20%, 11/15/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,750</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,365,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">PagesJaunes Group Term Loan, 8.607%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/11/17</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">640,015</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">PagesJaunes Group Term Loan B, 6.607%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/11/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,292,327</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">PagesJaunes Group Term Loan C, 7.107%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/11/16</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">646,164</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">PanAmSat Corp. Term Loan B, 5.184%, 1/03/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,350</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,279,209</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">PanAmSat Corp. Term Loan B2, 5.184%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/03/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,349</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,279,594</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">PanAmSat Corp. Term Loan B2C, 5.184%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/03/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,349</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,279,209</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Paxson Communications Corp. First Lien Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 5.963%, 11/15/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,250</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,600,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Penton Media Term Loan, 7.90%, 2/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">700,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">ProSiebenSat.1 Media AG Term Loan B,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7.325%, 6/30/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">539,892</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">ProSiebenSat.1 Media AG Term Loan B, 7.02%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6/30/16</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">539,892</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">San Juan Cable Term Loan B, 9.47% - 11.97%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3/15/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,125</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">998,373</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Thomson Learning Inc. Term Loan, 5.62% -</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7.58%, 6/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,493</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,344,929</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Univision Communications, Inc. First Lien</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 5.494%, 9/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">166</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">139,966</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">57,138,950</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Multi-Utilities - 2.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Coleto Creek Letter of Credit, 5.446%, 7/31/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,817</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,647,082</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Coleto Creek Term Loan B, 2.596%, 7/31/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">127</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">115,499</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Energy Transfer Equity LP Term Loan B,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.508%, 11/01/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">970,536</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">KGen Partners Letter of Credit, 2.59%, 2/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">375</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">356,719</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">KGen Partners Term Loan B, 4.50%, 2/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">617</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">587,100</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">NE Energy Second Lien Term Loan, 7.125%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10/31/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">435,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Riverside Energy Center Term Loan, 7.149%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6/24/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,581</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,580,977</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=97% colspan=11>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Rocky Mountain Energy Center LLC Credit</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Linked Deposit, 3.144%, 6/24/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">134</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">133,966</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Rocky Mountain Energy Center LLC Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7.149%, 6/24/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">856</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">856,232</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6,683,111</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Multiline Retail - 1.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Neiman Marcus Group, Inc. Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.758%, 4/06/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,734</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,568,006</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Oil &amp; Gas Exploration &amp; Production - 0.5%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Western Refining Co. LP Term Loan B, 6.595%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,602</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,418,213</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Oil, Gas &amp; Consumable Fuels - 1.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Big West Oil &amp; Gas Delay Draw Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=25% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.966%, 5/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">125</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">116,875</FONT>&nbsp;
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">7</FONT></P>

<HR noshade align="center" width="100%" size=2>



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<A name="page_8"></A>

<TABLE border=0 cellspacing=0 cellpadding=0>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=40% nowrap colspan=7>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=7>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Floating Rate Loan Interests</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Big West Oil &amp; Gas Term Loan B, 5%, 5/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 443</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 413,738</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Coffeyville Resources LLC Letter of Credit,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.629%, 12/21/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">486</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">469,459</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Coffeyville Resources LLC Term Loan B, 5.448% -</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6.75%, 12/21/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,579</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,523,424</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Petroleum Geo-Services ASA Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.45%, 6/30/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">953</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">921,158</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Western Refining Co. LP Delay Draw Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 6.595%, 3/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">240</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">213,032</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,657,686</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Packaging - 0.5%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Anchor Glass Container Corp. Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.631%, 5/03/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,478</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,459,066</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Paper - 0.6%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Georgia-Pacific Corp. First Lien Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.74% - 6.896%, 2/14/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,021</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,910,692</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Paper &amp; Forest Products - 1.8%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Boise Cascade Holdings LLC Second Lien Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 7.50%, 2/05/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,250</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,251,116</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Georgia-Pacific Corp. Term Loan B, 6.58% -</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6.896%, 12/20/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,496</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,414,517</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">NewPage Corp. Tem Loan B, 6.313%, 12/07/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,247</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,242,043</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Verso Paper Holdings LLC Term Loan B, 4.95%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2/01/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,850</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,742,310</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,649,986</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Pharmaceuticals - 0.9%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Pharmaceutical Technologies &amp; Services (PTS)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 4.946%, 4/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,489</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,323,127</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Pharmaceutical Technologies &amp; Services (PTS)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan, 6.978%, 4/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">993</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,351,065</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,674,192</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Publishing - 0.4%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Catalina Marketing Group Term Loan, 5.696%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10/01/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,495</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,412,775</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Real Estate Management &amp; Development -</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Mattamy Group Term Loan B, 4.938%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">0.8%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4/11/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">980</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">850,150</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Realogy Corp. Term Loan B, 5.59%, 9/22/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,985</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,687,250</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,537,400</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Road &amp; Rail - 0.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Rail America, Inc. Term Loan, 4.93%, 10/15/08</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">970,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Semiconductors &amp; Semiconductor</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Marvell Technology Group Term Loan B, 5.196%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Equipment - 0.6%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">11/15/09</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,969</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,890,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Specialty Retail - 0.6%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">ADESA, Inc. Term Loan B, 4.95%, 10/30/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,489</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,379,699</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Claire's Stores Term Loan B, 5.446% - 5.613%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5/24/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">743</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">590,527</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,970,226</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Telecommunications - 1.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Crown Castle Operating Co. Term Loan, 4.196%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,475</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,345,506</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Knology, Inc. Term Loan B, 4.934%, 3/15/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">744</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">684,825</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,030,331</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Textiles, Apparel &amp; Luxury</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">David's Bridal, Inc. Term Loan B, 4% - 6.23%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Goods - 0.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/30/2014</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">743</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">647,831</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Renfro Corp. Term Loan B, 5.79% - 5.99%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9/30/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">493</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">394,741</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,042,572</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Trading Companies &amp;</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=36% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Keystone Automotive Operations, Inc. Term Loan</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=8% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Distributors - 0.5%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=24% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">B, 6.099% - 6.399%, 1/15/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=8% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,437</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,142,630</FONT>&nbsp;
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">8</FONT></P>

<HR noshade align="center" width="100%" size=2>



<!--$$/page=-->
<A name="page_9"></A>

<TABLE border=0 cellspacing=0 cellpadding=0>
<TR valign="bottom">
	<TD align=left width=61% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=61% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=36% nowrap colspan=5>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=5>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=9% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Floating Rate Loan Interests</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=99% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">United Rentals, Inc. Term Loan, 4.83%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2/14/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=24% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 358</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 355,441</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">United Rentals, Inc. Tranche B Credit Linked</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Deposit, 5.32%, 2/14/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">152</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">150,293</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,648,364</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Wireless Telecommunication</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Centennial Cellular Operating Co. Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Services - 0.6%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4.381% - 4.696%, 2/09/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">931</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">908,882</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">IPC Systems First Lien Term Loan, 4.946%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5/25/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">993</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">760,917</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">NG Wireless Term Loan, 5.131% - 5.446%, 7/31/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">406</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">386,096</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,055,895</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total Floating Rate Loan Interests - 97.8%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">301,282,505</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Corporate Bonds</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Auto Components - 0.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">The Goodyear Tire &amp; Rubber Co., 6.678%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">12/01/09 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,001,250</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Building Products - 2.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">CPG International I, Inc., 11.468%, 7/01/12 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,905,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">CPG International I, Inc., 10.50%, 7/01/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,490,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Masonite International Corp., 11%, 4/06/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,675,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7,070,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Capital Markets - 2.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">E*Trade Financial Corp., 12.50%, 11/30/17 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,450,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Marsico Parent Co., LLC, 10.625%, 1/15/16 (d)(f)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,168</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,051,200</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Marsico Parent Holdco, LLC, 12.50%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7/15/16 (d)(e)(f)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">417</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">375,125</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Marsico Parent Superholdco, LLC, 14.50%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1/15/18 (d)(e)(f)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">280</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">247,811</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7,124,136</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Chemicals - 1.9%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">GEO Specialty Chemicals, Inc., 13.85%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">12/31/09 (g)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,319</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">987,601</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=99% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">GEO Specialty Chemicals Inc , 7.50%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3/31/15 (d)(e)(g)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">775</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">580,330</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Hexion U.S. Finance Corp., 7.176%, 11/15/14 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,800,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">NOVA Chemicals Corp., 5.953%, 11/15/13 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">485</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">417,100</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,785,031</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Commercial Services &amp; Supplies - 2.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Allied Waste North America, Inc. Series B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7.375%, 4/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,375</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,408,750</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">ARAMARK Corp., 6.373%, 2/01/15 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,920,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=99% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">US Investigations Services, Inc., 10.50%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">11/01/15 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,600</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,448,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6,776,750</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Construction &amp; Engineering - 0.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Dycom Industries, Inc., 8.125%, 10/15/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">600</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">576,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Construction Materials - 1.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Nortek Holdings, Inc., 10%, 12/01/13 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,420</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,398,625</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Containers &amp; Packaging - 2.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Berry Plastics Holding Corp., 6.675%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9/15/14 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,450</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,225,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Clondalkin Acquisition BV, 4.80%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">12/15/13 (c)(d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,520,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=99% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Packaging Dynamics Finance Corp., 10%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5/01/16 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,350</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,551,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=29% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6,296,250</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=30% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Diversified Financial Services - 0.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=44% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Ford Motor Credit Co. LLC, 7.163%, 4/15/12 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">750</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">737,796</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">9</FONT></P>

<HR noshade align="center" width="100%" size=2>



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	<TD align=left width=61% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=61% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=35% nowrap colspan=5>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=5>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=9% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Corporate Bonds</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Diversified Telecommunication Services -</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Qwest Corp., 6.05%, 6/15/13 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=23% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,450</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,406,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">0.5%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Electronic Equipment &amp; Instruments - 0.7%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">NXP BV, 5.463%, 10/15/13 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,390</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,186,850</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Energy Equipment &amp; Services - 1.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Ocean RIG ASA, 6.70%, 4/04/11 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,000,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Food &amp; Staples Retailing - 0.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">AmeriQual Group LLC, 9%, 4/01/12 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">250</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">160,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Health Care Equipment &amp; Supplies - 2.6%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">ReAble Therapeutics Finance LLC, 10.875%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">11/15/14 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8,000,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Health Care Providers &amp; Services - 0.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Universal Hospital Services, Inc., 6.303%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6/01/15 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">460</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">435,850</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Hotels, Restaurants &amp; Leisure - 2.8%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">American Real Estate Partners LP, 7.125%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2/15/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,575,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Harrah's Operating Co., Inc., 10.75%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2/01/16 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,503</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,171,353</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Harrah's Operating Co., Inc., 10.75%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2/01/18 (d)(e)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">426</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">321,191</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Little Traverse Bay Bands of Odawa Indians,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10.25%, 2/15/14 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,565</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,463,275</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8,530,819</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Household Durables - 0.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">The Yankee Candle Co., Inc., 9.75%, 2/15/17</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">240</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">187,200</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Independent Power Producers &amp; Energy</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Texas Competitive Electric Holdings Co. LLC,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Traders - 0.4%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10.25%, 11/01/15 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,230</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,256,138</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Machinery - 0.6%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Ahern Rentals, Inc., 9.25%, 8/15/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">250</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">200,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Sunstate Equipment Co. LLC,10.50%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4/01/13 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,600,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,800,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Media - 2.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">CSC Holdings, Inc. Series B, 7.625%, 4/01/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,000,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Cablevision Systems Corp. Series B, 7.133%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4/01/09 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,010,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Cablevision Systems Corp. Series B, 8%, 4/15/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">575</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">559,188</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Nielsen Finance LLC, 10%, 8/01/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,031,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Windstream Regatta Holdings, Inc., 11%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">12/01/17 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,244</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">833,480</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6,433,918</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Metals &amp; Mining - 2.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">FMG Finance Property Ltd., 6.682%, 9/01/11 (c)(d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">265</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">265,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Freeport-McMoRan Copper &amp; Gold, Inc.,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5.883%, 4/01/15 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,220</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,219,578</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Novelis, Inc., 7.25%, 2/15/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">700</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">658,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Ryerson, Inc., 10.248%, 11/01/14 (c)(d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,680</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,549,800</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6,692,378</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Oil, Gas &amp; Consumable Fuels - 0.5%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">SandRidge Energy, Inc., 6.323%, 4/01/14 (c)(d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,600</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,568,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Paper &amp; Forest Products - 2.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Abitibi-Consolidated, Inc., 6.30%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6/15/11 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,650</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,192,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Ainsworth Lumber Co. Ltd., 6.446%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10/01/10 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,375</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">660,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Ainsworth Lumber Co. Ltd., 6.696%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4/01/13 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">940</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">479,400</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Ainsworth Lumber Co. Ltd., 7.25%, 10/01/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">125</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">56,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Domtar Corp., 7.125%, 8/15/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">625</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">596,875</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">NewPage Corp., 9.123%, 5/01/12 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">925</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">966,625</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=42% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Verso Paper Holdings LLC Series B, 6.623%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8/01/14 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,790,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=28% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=12% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6,741,650</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">10</FONT></P>

<HR noshade align="center" width="100%" size=2>



<!--$$/page=-->
<A name="page_11"></A>

<TABLE border=0 cellspacing=0 cellpadding=0>
<TR valign="bottom">
	<TD align=left width=59% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=59% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=37% nowrap colspan=5>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=5>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=14% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Corporate Bonds</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Pharmaceuticals - 0.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=37% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Angiotech Pharmaceuticals, Inc., 6.432%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">12/01/13 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 865,000</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Real Estate Management &amp; Development -</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Realogy Corp., 11%, 4/15/14 (e)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,250</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,112,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">0.7%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Road &amp; Rail - 0.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=37% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Swift Transportation Co., Inc., 10.426%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5/15/15 (c)(d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,350</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">445,500</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Semiconductors &amp; Semiconductor</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=37% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Avago Technologies Finance Pte. Ltd.,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Equipment - 1.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8.182%, 6/01/13 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">900</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">898,875</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=37% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Spansion, Inc., 5.807%, 6/01/13 (c)(d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,870</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,095,100</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,993,975</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Specialty Retail - 0.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=37% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">AutoNation, Inc., 4.713%, 4/15/13 (c)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">250</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">220,938</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">General Nutrition Centers, Inc., 7.199%,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3/15/14 (c)(e)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">700</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">608,682</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">829,620</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Wireless Telecommunication Services -</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=37% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Cricket Communications, Inc., 9.375%, 11/01/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">370</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">357,050</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">0.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=37% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Digicel Group Ltd., 9.125%, 1/15/15 (d)(e)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">278</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">233,216</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">590,266</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total Corporate Bonds - 30.9%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">95,002,002</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Common Stocks (b)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=14% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Shares</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Capital Markets - 0.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">E*Trade Financial Corp.</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">242,021</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">992,286</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Chemicals - 0.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">GEO Specialty Chemicals, Inc.</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">13,117</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,036</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Electrical Equipment - 0.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Medis Technologies Ltd.</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">71,654</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">443,538</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Energy Equipment &amp; Services - 1.5%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Trico Marine Services, Inc.</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">119,185</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,575,512</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Paper &amp; Forest Products - 0.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Western Forest Products, Inc.</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">84,448</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">101,990</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total Common Stocks - 2.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6,118,362</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Preferred Stocks</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Capital Markets - 0.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=37% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Marsico Parent Superholdco, LLC, 16.75% (d)(f)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">78</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">68,640</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total Preferred Stocks - 0.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">68,640</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Warrants (h)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Electric Utilities - 0.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=37% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Reliant Resources (expires 10/25/08)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,558</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">72,928</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total Warrants - 0.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">72,928</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total Long-Term Securities</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Cost - &#36;438,637,275) - 130.7%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">402,544,437</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=14% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Beneficial</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=14% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Interest</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Short-Term Securities</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=14% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">BlackRock Liquidity Series, LLC</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Cash Sweep Series, 2.63% (i)(j)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 3,340</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,339,762</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total Short-Term Securities</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Cost - &#36;3,339,762) - 1.1%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,339,762</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Options Purchased</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Contracts</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Call Options</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=37% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Marsico Parent Superholdco LLC, expiring</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=98% colspan=9>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">December 2009 at USD 942.86 Broker,</FONT>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Goldman Sachs &amp; Co.</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=14% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">20</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">34,500</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total Options Purchased</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Premiums Paid - &#36;19,556) - 0.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">34,500</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=37% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total Investments Before Options Written</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=10% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=26% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Cost - &#36;441,996,593*) - 131.8%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=10% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">405,918,699</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">11</FONT></P>

<HR noshade align="center" width="100%" size=2>


<!--$$/page=-->
<A name="page_12"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=right width="73%" colSpan=5><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="38%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="58%" colSpan=5><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="38%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="58%" colSpan=5>
<HR noShade SIZE=1>
</TD></TR>
<TR>
     <TD width="98%" colSpan=9>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Options Written (k)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Contracts +</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="29%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="42%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="12%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="9%">
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Call Options</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Pay a fixed rate of 0.93% and receive a floating rate</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>based on 3-month USD LIBOR, expiring July 2008,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Broker Credit Suisse International</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4 $</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(24,064)</FONT>&nbsp; </TD></TR>
<TR>
     <TD width="29%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="42%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="12%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="9%">
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Put Options</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Receive a fixed rate of 0.93% and pay a floating rate</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>based on 3-month USD LIBOR, expiring July 2008,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Broker Credit Suisse International</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(155,172)</FONT>&nbsp; </TD></TR>
<TR>
     <TD width="29%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="42%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="12%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="9%">
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Options Written</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Premiums Received - $240,000) - (0.1%)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(179,236)</FONT>&nbsp; </TD></TR>
<TR>
     <TD width="29%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="42%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="12%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="9%">
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Investments, Net of Options Written</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Cost - $441,756,593) - 131.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>405,739,463</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Liabilities in Excess of Other Assets - (31.7%)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(97,641,060)</FONT>&nbsp; </TD></TR>
<TR>
     <TD width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="42%" colSpan=3>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="12%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="9%">
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Net Assets - 100.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="23%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 308,098,403</FONT>&nbsp; </TD></TR>
<TR>
     <TD width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="42%" colSpan=3>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="23%" colSpan=3>
<HR noShade SIZE=2>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="73%" colSpan=5>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>* The cost and unrealized appreciation (depreciation) of investments as of May 31, 2008, as</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="73%" colSpan=5>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>computed for federal income tax purposes, were as follows:</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Aggregate cost</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 442,100,076</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR>
     <TD width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="42%" colSpan=3>
<HR noShade SIZE=2>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Gross unrealized appreciation</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 5,489,873</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Gross unrealized depreciation</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD align=left width="42%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(41,671,250)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR>
     <TD width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="7%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="33%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Net unrealized depreciation</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="42%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ (36,181,377)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR>
     <TD width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="42%" colSpan=3>
<HR noShade SIZE=2>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="73%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>+ One contract represents a notional amount of $1,000,000.</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR></TABLE><BR>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(a)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Issuer filed for bankruptcy or is in default of interest.</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(b)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Non-income producing security.</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(c)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Variable rate security. Rate shown is as of report date. Maturity shown is the final maturity date.</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(d)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration to qualified institutional investors. The Fund is not obligated for costs associated with the registration of restricted securities.</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(e)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Represents a pay-in-kind security that may pay interest/dividends in additional face/shares.</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(f)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Illiquid security.</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(g)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Convertible security.</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(h)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>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.</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(i)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Investments in companies considered to be an affiliate of the Fund, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, were as follows:</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR></TABLE>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="42%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Net</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="42%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Activity</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="23%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Interest</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="42%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Affiliate</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="23%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Income</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="42%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="20%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="7%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="23%">
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="42%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>BlackRock Liquidity Series, LLC</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="42%">&nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cash Sweep Series</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="29%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 3,340</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="23%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 96,890</FONT>&nbsp; </TD></TR>
<TR>
     <TD width="42%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="29%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="23%">
<HR noShade SIZE=1>
</TD></TR></TABLE><BR>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(j)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Represents the current yield as of report date.</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(k)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>This European style swaption, which can be exercised only on the expiration date, represents a standby commitment whereby the writer of the option is obligated to enter into a predetermined interest rate swap contract upon exercise of the swaption.</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR></TABLE>
<UL>
<LI><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>For Fund compliance purposes, the Fund's industry classifications refer to any one or more of the</FONT> <FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>industry sub-classifications used by one or more widely recognized market indexes or ratings group</FONT> <FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>indexes, and/or as defined by Fund management. This definition may not apply for purposes of this</FONT> <FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>report, which may combine industry sub-classifications for reporting ease.</FONT> </LI></UL>
<P align=left><FONT face=Arial,Arial,Helvetica,sans-serif size=2>12</FONT></P>
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	<TD align=left width=79% nowrap colspan=9>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B>&nbsp;
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	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
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	<TD align=right width=56% nowrap colspan=7>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments May 31, 2008 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=7>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=79% nowrap colspan=9>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">&#149; </FONT><FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Forward foreign currency contracts as of May 31, 2008 were as
follows:</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=9>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=16% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Unrealized</FONT></B>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=31% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Currency</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=16% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Currency</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=21% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Settlement</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=16% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Appreciation</FONT></B>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=center width=31% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Purchased</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
 &nbsp; &nbsp; &nbsp;<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Sold</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=21% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Date</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=16% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Depreciation)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap colspan=3>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36;9,011,990</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,727,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=21% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7/23/08</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=16% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 125,946</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap colspan=3>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36;2,957,792</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">GBP</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,516,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=21% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7/23/08</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; (32,538)</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=79% nowrap colspan=9>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total Unrealized Appreciation on Forward Foreign Currency</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap colspan=3>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Contracts - Net</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=16% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 93,408</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=2>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=2>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=79% nowrap colspan=9>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">&#149; </FONT><FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Swaps outstanding as of May 31, 2008 were as follows:</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=9>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=21% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Notional</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=21% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Amount</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=16% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Unrealized</FONT></B>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=13% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=21% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=16% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Depreciation</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=7>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Sold credit default protection on Ford Motor</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=38% nowrap colspan=5>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Company and receive 3.80%</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap colspan=3>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Broker, UBS Warburg</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap colspan=3>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Expired March 2010</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=21% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 10,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; (1,039,821)</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=11>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=7>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Bought credit default protection on Dow Jones</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=7>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">CDX North America High Yield Series 10 Index</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap colspan=3>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">and pay 5%</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=7>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Broker, Morgan Stanley Capital Services Inc.</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap colspan=3>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Expires June 2013</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=21% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,200</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">(5,159)</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=11>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=7>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Bought credit default protection on Down</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=7>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Jones CDX North America High Yield Index</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap colspan=3>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Series 10 and receive 5%</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=7>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Broker, Morgan Stanley Capital Services Inc.</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=21% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=31% nowrap colspan=3>
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Expires June 2013</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=16% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=21% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 3,600</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=16% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">(71,726)</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
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 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total</FONT></B>&nbsp;
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<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; (1,116,706)</FONT>&nbsp;
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 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">&#149; </FONT><FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Currency Abbreviations:</FONT>&nbsp;
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 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
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<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Euro</FONT>&nbsp;
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 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">GBP</FONT>&nbsp;
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<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">British Pound</FONT>&nbsp;
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<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Item 2 &#150; Controls and Procedures</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">2(a) &#150; The registrant&#146;s principal executive and principal financial officers or persons performing </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">similar functions have concluded that the registrant&#146;s disclosure controls and procedures (as </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">&#147;1940 Act&#148;)) are effective as of a date within 90 days of the filing of this report based on the </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">2(b) &#150; There were no changes in the registrant&#146;s internal control over financial reporting (as </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrant&#146;s last fiscal </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">quarter that have materially affected, or are reasonably likely to materially affect, the </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">registrant&#146;s internal control over financial reporting.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Item 3 &#150; Exhibits</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Certifications &#150; Attached hereto</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">the undersigned, thereunto duly authorized.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">By: </FONT><U><FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">/s/ Donald C. Burke</FONT></U><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Donald C. Burke</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Chief Executive Officer of</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date: July 18, 2008</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Company Act of 1940, this report has been signed below by the following persons on behalf </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">of the registrant and in the capacities and on the dates indicated.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">By: </FONT><U><FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">/s/ Donald C. Burke</FONT></U><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Donald C. Burke</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Chief Executive Officer (principal executive officer) of</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date: July 18, 2008</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">By: </FONT><U><FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">/s/ Neal J. Andrews</FONT></U><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Neal J. Andrews</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Chief Financial Officer (principal financial officer) of</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date: July 18, 2008</FONT></TD></TR></TABLE>
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<B><FONT size=2 face="Arial-BoldMT,Arial,Helvetica,sans-serif">EX-99. CERT</FONT></B><BR>
<B><FONT size=2 face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">CERTIFICATION PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF </FONT></B><BR>
<B><FONT size=2 face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">THE SARBANES-OXLEY ACT OF 2002</FONT></B><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">I, Donald C. Burke, Chief Executive Officer (principal executive officer) of BlackRock Floating Rate Income Strategies </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Fund, Inc., certify that:</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">1. I have reviewed this report on Form N-Q of BlackRock Floating Rate Income Strategies Fund, Inc.;</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">material fact necessary to make the statements made, in light of the circumstances under which such statements were made, </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">not misleading with respect to the period covered by this report; </FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">the investments of the registrant as of the end of the fiscal quarter for which the report is filed;</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">designed under our supervision, to ensure that material information relating to the registrant, including its</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">which this report is being prepared;</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">b) designed such internal control over financial reporting, or caused such internal control over financial </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">financial reporting and the preparation of financial statements for external purposes in accordance with generally </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">accepted accounting principles;</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">c) evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">days prior to the filing date of this report, based on such evaluation; and</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">d) disclosed in this report any change in the registrant's internal control over financial reporting that </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">materially affect, the registrant's internal control over financial reporting; and</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">of the registrant's board of directors (or persons performing the equivalent functions):</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">a) all significant deficiencies and material weaknesses in the design or operation of internal control over </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">summarize, and report financial information; and</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">b) any fraud, whether or not material, that involves management or other employees who have a significant </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">role in the registrant's internal control over financial reporting.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date: July 18, 2008</FONT><BR>
<BR>
<I><U><FONT size=2 face="TimesNewRomanPS-ItalicMT,Times New Roman,Times,serif">/s/</FONT></U></I><U><FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif"> Donald C. Burke</FONT></U><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Donald C. Burke</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Chief Executive Officer (principal executive officer) of </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></TD></TR></TABLE>
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<B><FONT size=2 face="Arial-BoldMT,Arial,Helvetica,sans-serif">EX-99. CERT</FONT></B><BR>
<B><FONT size=2 face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">CERTIFICATION PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF </FONT></B><BR>
<B><FONT size=2 face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">THE SARBANES-OXLEY ACT OF 2002</FONT></B><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">I, Neal J. Andrews, Chief Financial Officer (principal financial officer) of BlackRock Floating Rate Income Strategies </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Fund, Inc., certify that:</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">1. I have reviewed this report on Form N-Q of BlackRock Floating Rate Income Strategies Fund, Inc.;</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">material fact necessary to make the statements made, in light of the circumstances under which such statements were made, </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">not misleading with respect to the period covered by this report; </FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">the investments of the registrant as of the end of the fiscal quarter for which the report is filed;</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">designed under our supervision, to ensure that material information relating to the registrant, including its</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">which this report is being prepared;</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">b) designed such internal control over financial reporting, or caused such internal control over financial </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">financial reporting and the preparation of financial statements for external purposes in accordance with generally </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">accepted accounting principles;</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">c) evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">days prior to the filing date of this report, based on such evaluation; and</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">d) disclosed in this report any change in the registrant's internal control over financial reporting that </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">materially affect, the registrant's internal control over financial reporting; and</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">of the registrant's board of directors (or persons performing the equivalent functions):</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">a) all significant deficiencies and material weaknesses in the design or operation of internal control over </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">summarize, and report financial information; and</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">b) any fraud, whether or not material, that involves management or other employees who have a significant </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">role in the registrant's internal control over financial reporting.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date: July 18, 2008</FONT><BR>
<BR>
<I><U><FONT size=2 face="TimesNewRomanPS-ItalicMT,Times New Roman,Times,serif">/s/ </FONT></U></I><U><FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Neal J. Andrews</FONT></U><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Neal J. Andrews</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Chief Financial Officer (principal financial officer) of </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></TD></TR></TABLE>
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