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<SEC-DOCUMENT>0000900092-09-000034.txt : 20090128
<SEC-HEADER>0000900092-09-000034.hdr.sgml : 20090128
<ACCEPTANCE-DATETIME>20090128105941
ACCESSION NUMBER:		0000900092-09-000034
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20081130
FILED AS OF DATE:		20090128
DATE AS OF CHANGE:		20090128
EFFECTIVENESS DATE:		20090128

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BLACKROCK 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:		09550127

	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>frafinal.htm
<DESCRIPTION>BR FLOATING RATE INCOME STRATEGIES FUND, INC.
<TEXT>

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   <TITLE>November Quarterly NQ -- 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">
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<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: 09/01/2008 &#150; 11/30/2008</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 noWrap align=left width="59%" colSpan=3><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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="37%" colSpan=7><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 vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><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=right width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Aerospace &amp; Defense - 4.9%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Avio Holding SpA Dollar Mezzanine Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>13.931%, 9/25/16</FONT>&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="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,034</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 813,802</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Avio Holding SpA Facility B-2, 3.556%,</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9/25/14</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,661</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,076,533</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Avio Holding SpA Facility C-2, 4.181%,</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9/25/15</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,771</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,147,632</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Hawker Beechcraft Acquisition Co. LLC Facility</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Deposit, 5.762%, 3/26/14</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>240</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>125,881</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hawker Beechcraft Acquisition Co. LLC Term</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 5.762%, 3/26/14</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,099</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,149,216</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IAP Worldwide Services, Inc. Term Loan First</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lien, 9.063%, 12/20/12</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,030</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,248,433</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vought Aircraft Industries, Inc. Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.94%, 12/22/11</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,836</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,155,539</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Vought Aircraft Industries, Inc. Tranche B Line</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>of Credit Deposit, 6.74%, 12/22/10</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>560</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>425,600</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9,142,636</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Airlines - 0.8%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Delta Air Lines, Inc. Credit-Linked Deposit Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.70% - 4.581%, 4/30/12</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,238</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>818,297</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; US Airways Group, Inc. Term Loan, 3.936%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/23/14</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,480</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>681,540</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,499,837</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Auto Components - 3.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Affinia Group, Inc. Tranche B Term Loan, 6.42%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/30/11</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,543</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,526,143</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allison Transmission, Inc. Term Loan, 4.38% -</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.57%, 8/07/14</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,885</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,909,840</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dana Holding Corp. Term Advance, 6.75% -</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7.25%, 1/31/15</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,579</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>937,138</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GPX International Tire Corp. Tranche B Term</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 9.81%, 4/06/12</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,258</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>943,383</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,316,504</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Automobiles - 0.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ford Motor Co. Term Loan, 4.43%, 12/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>523</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>209,139</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Motors Corp. Secured Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.795%, 11/29/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>423</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>162,796</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>371,935</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Beverages - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Culligan International Co. Loan (Second Lien),</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9.184% - 9.711%, 4/24/13</FONT>&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="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>114,345</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Biotechnology - 0.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Talecris Biotherapeutics, Holdings Corp. First</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lien Term Loan, 4.910% - 5.640%, 12/06/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,485</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,302,988</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Building Products - 2.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Building Materials Corp. of America Term Loan</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Advance, 6.50% - 6.625%, 2/22/14</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,736</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,686,225</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Masonite International Term Loan, 5.50%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/06/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>912</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>528,132</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Masonite International Term Loan B, 5%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/06/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>921</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>533,268</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PGT Industries, Inc. First Lien Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7.25%, 2/14/12</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,923</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,250,031</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,997,656</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Capital Markets - 0.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="41%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>RiskMetrics Group Holdings LLC Term B Loan (First</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="25%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lien), 5.762%, 1/11/14</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,453</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,275,092</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>1</FONT></P>
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     <TD noWrap align=left width="60%" colSpan=3><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="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="60%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="36%" 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="60%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="36%" colSpan=5>
<HR noShade SIZE=1>
</TD></TR>
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     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
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     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
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<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</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=center width="10%"><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=right width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Chemicals - 6.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Edwards (Cayman Islands II) Limited Term Loan</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(First Lien), 3.436%, 5/23/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>494</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 320,937</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huish Detergents, Inc. Tranche B Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.77%, 4/26/14</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,481</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,152,906</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>ISP Chemco LLC Term Loan B, 2.938% - 6.688%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6/04/14</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>988</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>730,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Invista Canada Co. Tranche B-2 Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.186%, 4/29/11</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>524</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>413,739</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Invista S.A.R.L. Tranche B-1 Term Loan, 3.186%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/29/11</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,066</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,632,432</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>PQ Corp. (Niagara Acquisition, Inc.) First Lien</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 6.72% - 7.02%, 5/29/16</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,990</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,468,813</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rockwood Specialties Group, Inc. Tranche E</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 3.546%, 12/13/12</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,930</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,545,608</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="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Solutia, Inc. Loan, 8.50%, 2/28/14</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,496</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,293,489</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Wellman, Inc. Second Lien Term Loan, 9.989%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2/10/10 (a)(b)</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>712,500</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="29%">&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="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12,271,174</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Commercial Services &amp; Supplies - 2.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>ARAMARK Corp. Line of Credit Facility Letter of</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Credit, 2.469%, 1/26/14</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>196</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>155,041</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARAMARK Corp. U.S. Term Loan, 5.637%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1/26/14</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,081</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,440,449</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Brickman Group Holdings, Inc. Tranche B Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 3.436%, 1/23/14</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>739</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>443,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; John Maneely Co. Term Loan, 5.863% - 8%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/28/13</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>891</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>559,586</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; West Corp. Term B-2 Loan, 3.774% - 4.733%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10/31/13</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,965</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,219,575</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="29%">&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="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,817,901</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Computers &amp; Peripherals - 0.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dealer Computer Services, Inc. (Reynolds &amp; Reynolds)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>First Lien Term Loan, 3.186%, 10/31/12</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,113</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>662,327</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Intergraph Corp. Initial Term Loan (First Lien),</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.196%, 5/15/14</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>419</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>321,345</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Intergraph Corp. Second Lien Term Loan, 8.196%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/17/14</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>382,500</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="29%">&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="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,366,172</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Construction Materials - 0.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Headwaters, Inc. Term Loan B-1 (First Lien), 8.27%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/30/11</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,025</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>922,768</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Containers &amp; Packaging - 1.9%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Berry Plastics Group Inc. Loan, 11.334%, 6/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,184</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>355,171</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Consolidated Container Co. LLC Loan (Second</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lien), 7.123% - 8.106%, 7/14/14</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>550</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>96,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Graham Packaging Co. L.P. New Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.438% - 6.313%, 9/30/11</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,970</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,495,090</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Graphic Packaging International, Inc. Incremental</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 4.161% - 7.50%, 5/16/14</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,971</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,519,239</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="29%">&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="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,465,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Distributors - 0.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Keystone Automotive Operations, Inc. Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.909% - 5.633%, 1/12/12</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,430</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>714,996</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Diversified Consumer Services - 1.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Coinmach Corp. Term Loan, 4.46% - 5.22%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/15/14</FONT>&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="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,736</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,052,162</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>2</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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<A name="page_3"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="57%" colSpan=3><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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="57%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="37%" colSpan=7><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 vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><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=right width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Diversified Financial Services - 1.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>DaimlerChrysler Financial Services Americas LLC</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan (First Lien), 6.82%, 8/03/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,970</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 2,097,442</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>J.G. Wentworth LLC Loan (First Lien), 6.012%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/03/14</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,300</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>747,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,844,942</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Electrical Equipment - 2.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Generac Power Systems, Inc. First Lien Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 6.65%, 11/10/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>554</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>330,218</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="96%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sensus Metering Systems, Inc. New Term B-1,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.436% - 4.196%, 12/17/10</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,578</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,891,522</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,221,740</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Energy Equipment &amp; Services - 2.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dresser, Inc. First Lien Term Loan, 3.686%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5/15/14</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,725,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="96%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MEG Energy Corp. Delayed Draw Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.77%, 3/23/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>994</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>665,813</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="96%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MEG Energy Corp. Initial Term Loan, 5.76%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/23/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>975</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>653,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,044,063</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Food &amp; Staples Retailing - 3.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>AB Acquisitions UK Topco 2 Ltd. Facility</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>B-2 UK Borrower, 6.076%, 7/05/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,252,745</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Advantage Sales &amp; Marketing, Inc. (ASM Merger</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sub, Inc.) Term Loan, 4.59% - 5.77%,</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,464</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>936,726</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="96%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DS Waters of America Term Loan, 3.659%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/15/12</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>927</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>695,208</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>McJunkin Corp. Term Loan, 7.012%, 1/30/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>727</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>578,693</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="96%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wm. Bolthouse Farms, Inc. Second Lien Term</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 9.262%, 12/01/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>645,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,108,372</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Food Products - 1.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dole Food Co., Inc. Credit Linked Deposit, 4.689%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/12/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>256</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>180,136</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dole Food Co., Inc. Term Loan B, 3.50% - 5.50%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/12/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>454</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>319,276</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Solvest Ltd. (Dole) Tranche C Term Loan</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.50% - 6.813%, 4/12/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,692</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,189,531</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sturm Foods, Inc. Initial Term Loan First Lien,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.875% - 6%, 1/22/14 (c)</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>978</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>564,539</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="96%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sturm Foods, Inc. Initial Term Loan Second</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lien, 9.50%, 6/30/14</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>465,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,718,482</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Health Care Equipment &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Biomet, Inc. Dollar Term Loan B, 6.762%, 3/25/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,974</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,413,363</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Supplies - 1.9%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>DJO Finance LLC Term Loan, 6.762%,</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/20/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>993</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>744,375</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="96%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hologic, Inc. Tranche B Term Loan, 4.875%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/31/13</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>450</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>391,908</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,549,646</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Health Care Providers &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>CCS Medical, Inc. Term Loan (First Lien),</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 2.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7.02%, 8/01/12</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>474</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>238,832</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Community Health Systems, Inc. Funded Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 4.719% - 5.06%, 7/25/14</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,280</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>937,462</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>DaVita, Inc. Tranche B-1 Term Loan, 2.94% - 6.32%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10/05/12</FONT>&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="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,694,376</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>3</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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<A name="page_4"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><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="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="38%" 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 vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="10%"><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=right width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Management Associates, Inc. Term B</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 5.512%, 2/28/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="14%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,881</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,928,053</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,798,723</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Hotels, Restaurants &amp; Leisure - 3.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Golden Nugget, Inc. Delay Draw Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.40% - 3.77%, 6/30/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>61</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>22,727</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Golden Nugget, Inc. Second Lien Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.69%, 11/30/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>75,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Golden Nugget, Inc. Term Advance (First Lien),</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.42% - 3.44%, 5/30/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>318</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>119,318</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Green Valley Ranch Gaming LLC Second Lien</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 5.018%, 2/26/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>35,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greenwood Racing, Inc. Term Loan, 5.43%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>491</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>294,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Harrah's Operating Co., Inc. Term Loan B-1, 6.762%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1/28/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>237</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>138,502</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Harrah's Operating Co., Inc. Term Loan B-2,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6.535% - 6.762%, 1/28/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,786</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,626,328</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Harrah's Operating Co., Inc. Term Loan B-3,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.436% - 6.762%, 1/28/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>211</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>122,802</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Las Vegas Sands LLC Delayed Draw Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.52%, 5/23/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>399</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>192,628</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Las Vegas Sands LLC Tranche B Term Loan, 5.52%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5/04/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,580</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>762,789</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Penn National Gaming, Inc. Term Loan B, 3.19% -</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.29%, 10/03/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,198</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>975,117</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>QCE LLC Term Loan (First Lien), 6.063%, 5/05/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>986</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>542,413</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Travelport LLC (Travelport Inc.) Original Post-First</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Amendment and Restatement Synthetic Line of Credit</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 6.012%, 8/31/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>178</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>82,467</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Travelport LLC (Travelport Inc.) Tranche B Dollar</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 6.012%, 8/31/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>889</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>410,996</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VML US Finance LLC (Venetian Macau) Delay</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Draw Term Loan, 6.02%, 5/25/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>384</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>214,967</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; VML US Finance LLC (Venetian Macau) Term</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan B, 6.02%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>866</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>485,033</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,100,837</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Household Durables - 2.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>American Residential Services LLC Term Loan</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(Second Lien), 12%, 4/17/15 (d)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,010</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,983,035</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Simmons Bedding Co. Tranche D Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.875% - 6.625%, 12/19/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,166</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,994,557</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The Yankee Candle Co., Inc. Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.42% - 5.77%, 2/06/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>671,875</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,649,467</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Household Products - 0.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Spectrum Brands, Inc. Letter of Credit, 2.70%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>81</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>47,845</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Spectrum Brands, Inc. Term Loan B-1, 5.768% -</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8.320%, 4/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,591</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>945,125</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>992,970</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>IT Services - 2.9%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="44%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Activant Solutions Term Loan B, 6.063% - 6.25%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="28%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="28%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5/02/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,978</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,206,424</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>4</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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     <TD noWrap align=left width="58%" colSpan=3><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="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="38%" 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 vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="10%"><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=right width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Audio Visual Services Group, Inc. Loan (Second</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lien), 9.27%, 8/28/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="14%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 325,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Audio Visual Services Group, Inc. Tranche B</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan (First Lien), 6.02%, 2/28/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,485</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>594,000</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ceridian Corp. U.S. Term Loan, 4.423%, 11/09/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,440,000</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="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>First Data Corp. Term Loan B-2,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.145% - 6.512%, 9/24/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,289</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>871,835</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="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>First Data Corp. Term Loan B-3,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.948% - 6.512%, 9/24/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>344</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>232,280</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RedPrairie Corp. Term Loan, 5.188% - 6%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7/17/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>638</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>478,464</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RedPrairie Corp. Loan (Second Lien), 9.206%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1/31/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>300</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>195,000</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="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,343,003</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Independent Power Producers &amp; Energy</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The AES Corp. Term Loan, 5.063% - 5.10%, 8/10/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,571</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,251,905</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Traders - 1.8%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Calpine Corporation Term Loan, 11.07%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/11/10</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>577</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Texas Competitive Electric Holdings Co., LLC (TXU)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan B-2, 5.268% - 7.262%, 10/10/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>985</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>665,860</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Texas Competitive Electric Holdings Co., LLC (TXU)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan B-3, 5.268% - 7.262%, 10/10/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,960</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,322,510</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="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,240,852</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industrial Conglomerates - 1.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sequa Corp. Term Loan, 5.02% - 7.02%, 12/03/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,796</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,908,493</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Insurance - 0.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Alliant Holdings I, Inc. Term Loan, 6.762%, 10/23/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>495</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>314,325</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Internet &amp; Catalog Retail - 0.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>FTD Group, Inc. Tranche B Term Loan, 7.50% -</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8.035%, 8/26/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>648,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Leisure Equipment &amp; Products - 2.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>24 Hour Fitness WorldWide, Inc. Tranche B Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 3.94% - 6.71%, 6/08/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,900</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,496,000</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Easton-Bell Sports, Inc. Tranche B Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.93% - 5.29%, 3/27/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,226</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,274,162</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Fender Musical Instruments Corp. Delayed Draw</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 6.02%, 1/07/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>167</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>99,916</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Fender Musical Instruments Corp. Initial Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 5.17%, 1/07/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>330</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>197,830</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="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,067,908</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Machinery - 3.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Harrington Holdings, Inc. Term Loan (First Lien),</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.686%, 1/11/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>985</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>748,600</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>NACCO Materials Handling Group Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.436% - 4.595%, 3/21/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,466</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>791,775</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navistar International Transportation Corp.</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Revolving Credit, 4.686% - 7.126%, 1/19/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,333</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>720,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Navistar International Transportation Corp.</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Advance, 4.686%, 1/19/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,667</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,980,000</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="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>OshKosh Truck Corp. Term B Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.93% - 4.62%, 12/06/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,780</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,117,585</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Trimas Co. LLC Letter of Credit, 2.463%, 8/02/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>375</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>232,500</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="43%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Trimas Co. LLC Term Loan B, 4.276% - 5.766%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8/02/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,593</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>987,350</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="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,577,810</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>5</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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<A name="page_6"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><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="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="38%" colSpan=7><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 vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><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=right width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Media - 24.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Affinion Group Holdings, Inc. Loan, 9.368%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/01/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 800,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>AlixPartners, LLP Tranche C Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.29% - 6.75%, 10/30/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,591</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,304,327</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Bresnan Communications, LLC Additional Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan B (First Lien), 6.06%, 9/17/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,125,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Catalina Marketing Corp. Initial Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6.762%, 10/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,736</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,124,210</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cengage Learning Acquisitions, Inc. (Thomson</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Learning) Term Loan, 3.94%, 7/05/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,485</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>983,813</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cengage Learning Acquisitions, Inc. (Thomson</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Learning) Term Loan B-2, 7.50%, 7/05/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,234</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,236,875</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="53%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cequel Communications LLC (Cebridge) Second Lien</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Tranche A Term Loan (Cash Pay), 7.693%, 5/05/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,100,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cequel Communications LLC (Cebridge) Term</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan B, 4.235% - 6.334%, 11/05/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,126</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,416,542</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Clarke American Corp. Tranche B Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6.262% - 6.383%, 12/31/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>988</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>548,062</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Emmis Operating Co. Tranche B Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>13.016%, 10/31/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>546</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>245,917</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GateHouse Media Operating, Inc. Delay Draw</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 4.20% - 5%, 9/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>184</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>42,333</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GateHouse Media Operating, Inc. Term Loan B,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.20%, 8/28/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>533</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>122,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Getty Images, Inc. Initial Term Loan, 8.053%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6/30/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>853,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Gray Television, Inc. Term Loan B - DD,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.75% - 5.65%, 12/31/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>887</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>381,397</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HMH Publishing Co. Ltd. (Education Media)</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Tranche A Term Loan, 7.516%, 11/14/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,636</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,660,909</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HMH Publishing Co. Ltd. (Education Media)</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Second Lien Term Loan, 13.016%, 11/14/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9,418</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,650,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Hanley-Wood LLC Term Loan, 3.872% - 6.012%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/08/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,489</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>707,156</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Insight Midwest Holdings LLC Delay Draw Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 4.85%, 4/06/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,825</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,418,286</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Intelsat Ltd. Term Loan B, 6.65%, 6/27/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,911</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,563,071</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Knology, Inc. Term Loan B, 6.40%, 6/30/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>741</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>444,375</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lauena Holding 3 GMBH (ProSiebenSat.1 Media</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>AG) Term Loan B, 7.167% - 7.526%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6/30/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>337</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>39,225</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lauena Holding 3 GMBH (ProSiebenSat.1 Media AG)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan B, 7.417% - 7.776%, 6/30/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>337</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>39,225</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MCC Iowa LLC (Mediacom Broadband Group)</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Tranche A Term Loan, 2.59%, 3/31/10</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,013</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>870,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Mediacom Illinois, LLC (Mediacom</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communications, LLC) Tranche C Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.59%, 1/31/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,105</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,126,720</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Metro-Goldwyn-Mayer, Inc. Tranche B Term</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 7.012%, 3/15/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,822</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,714,515</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multicultural Radio Broadcasting Inc. Term</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 4.928%, 12/15/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>338</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>236,600</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>6</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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<A name="page_7"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="56%" colSpan=3><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="7%">&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="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="56%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="39%" colSpan=7><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 vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><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=right width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Cinemedia LLC Term Loan, 4.57%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2/12/15</FONT>&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="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 631,429</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Newsday LLC Fixed Rate Term Loan, 9.75%, 8/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>830,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NextMedia Operating, Inc. Delay Draw Term</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 5.453%, 11/15/12</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>200</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>113,179</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>NextMedia Operating, Inc. First Lien Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.436%, 11/15/12</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>267</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>150,820</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NextMedia Operating, Inc. Second Lien Term</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 11.17%, 11/15/13</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,759</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>782,714</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Nielsen Finance LLC Dollar Term Loan,</FONT>&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="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.768% - 4.389%, 8/09/13</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,880</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,894,612</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Mediannuaire Holding (PagesJaunes) Term Loan</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>D, 8.204%, 4/08/16</FONT>&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="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>165,165</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Penton Media, Inc. Term Loan (Second Lien),</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8.42%, 2/01/14</FONT>&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="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>400,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>San Juan Cable Term Loan B, 9.62%, 3/02/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,179</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>684,039</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sitel, LLC (ClientLogic) U.S. Term Loan,</FONT>&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="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.678% - 9.789%, 1/30/14</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>911</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500,864</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sunshine Acquisitions Ltd. (HIT Entertainment)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Facility, 4.71%, 8/31/12</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>732</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>366,017</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>United Pan Europe Communications Term Loan</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>M, 6.481%, 12/31/14</FONT>&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="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,236,993</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Weather Channel Term Loan B, 7.25%,</FONT>&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="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6/01/15</FONT>&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="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>643,125</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>45,155,015</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Multi-Utilities - 2.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Coleto Creek Power, LP (Coleto Creek WLE, LP)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(First Lien) Synthetic Letter of Credit, 6.512%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7/31/13</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>127</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>88,747</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Coleto Creek Power, LP (Coleto Creek WLE, LP)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(First Lien) Term Loan, 6.512%, 7/31/13</FONT>&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="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,807</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,259,149</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Energy Transfer Equity LP Term Loan, 4.138%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/01/12</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>813,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NE Energy Second Lien Term Loan, 7.711%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10/31/14</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>370,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Riverside Energy Center Term Loan, 7.67%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6/24/11</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,566</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,362,486</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rocky Mountain Energy Center LLC Credit</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Linked Deposit, 3.32%, 6/24/11</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>134</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>116,550</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Rocky Mountain Energy Center LLC Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7.67%, 6/24/11</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>784</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>681,720</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,691,652</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Multiline Retail - 1.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Neiman Marcus Group, Inc. Term Loan, 4.565%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/06/13</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,984</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,865,111</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Oil, Gas &amp; Consumable Fuels - 2.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Big West Oil, LLC Delayed Advanced Loan,</FONT>&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="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.25%, 5/15/14</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>550</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>302,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Big West Oil, LLC Initial Advanced Loan B,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.25%, 5/15/14</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>437</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>240,625</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coffeyville Resources LLC Funded Letter of</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Credit, 3.783%, 12/21/13</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>486</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>356,757</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="45%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Coffeyville Resources LLC Tranche D Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6.25% - 6.633%, 12/21/13</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,571</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,151,915</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Petroleum Geo-Services ASA Term Loan B,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.51%, 6/06/15</FONT>&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="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>953</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>700,700</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=center width="97%" colSpan=11><FONT face=Arial,Arial,Helvetica,sans-serif size=2>7</FONT> </TD></TR></TABLE><BR>
<HR align=center width="100%" noShade SIZE=2>

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<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><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="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="37%" colSpan=7><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 vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><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=right width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Vulcan Energy Term Loan B3, 6.25%, 9/03/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,271,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Western Refining, Inc. Term Loan B, 9.25%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5/30/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>987</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>558,339</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,582,086</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Paper &amp; Forest Products - 1.8%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Boise Paper Holdings LLC (Aldabra Sub LLC), Tranche</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>B Term Loan (First Lien), 7.50%, 2/05/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,244</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,007,437</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>NewPage Corp. Tem Loan, 7%, 12/21/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,241</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>910,309</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Verso Paper Finance Holdings LLC Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10.012%, 2/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,850</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,409,267</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,327,013</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Pharmaceuticals - 0.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Pharmaceutical Technologies &amp; Services (PTS)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 6.012%, 4/10/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>81</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>49,258</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Pharmaceutical Technologies &amp; Services (PTS)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 7.392%, 4/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>988</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>903,327</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>952,585</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Professional Services - 0.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Booz Allen Hamilton, Inc. Tranche B Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 8%, 7/01/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>427,344</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Real Estate Management &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Mattamy Group Term Loan B, 4.50%, 4/11/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>975</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>731,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Development - 1.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Realogy Corp. Initial Term Loan B, 5.706%, 9/22/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,975</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,129,453</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,860,703</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Road &amp; Rail - 0.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Rail America, Inc. Canadian Term Loan, 7.883%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6/30/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>130</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>106,978</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Rail America, Inc. U.S. Term Loan B, 7.883%, 6/30/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,370</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,123,022</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,230,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Specialty Retail - 0.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Adesa, Inc. Term Loan B, 6.02%, 10/20/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,436</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>851,831</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Claire's Stores Inc. Term B Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.186% - 6.512%, 5/29/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>739</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>303,588</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,155,419</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Textiles, Apparel &amp; Luxury</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Renfro Corp. Tranche B Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Goods - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.42% - 7.02%, 9/30/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>462</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>184,652</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Wireless Telecommunication</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Alltel Corp. Term Loan B-1, 3.939%, 5/16/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,681,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 3.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>IPC Systems First Lien Term Loan, 6.012%, 5/31/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>927</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>458,686</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,139,936</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Floating Rate Loan Interests - 99.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>184,333,815</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Corporate Bonds</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Auto Components - 1.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The Goodyear Tire &amp; Rubber Co., 6.318%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/01/09 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,097,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Building Products - 2.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>CPG International I, Inc., 9.904%, 7/01/12 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,960,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>CPG International I, Inc., 10.50%, 7/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,680,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Momentive Performance Materials, Inc. Series</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>WI, 9.75%, 12/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>290,625</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,930,625</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Capital Markets - 2.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>E*Trade Financial Corp., 12.50%, 11/30/17 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,313</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,479,687</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Marsico Parent Co., LLC, 10.625%, 1/15/16 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,168</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>527,060</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Marsico Parent Holdco, LLC, 12.50%, 7/15/16 (c)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>443</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>200,022</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marsico Parent Superholdco, LLC, 14.50%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1/15/18 (c)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>301</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>135,682</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,342,451</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Chemicals - 2.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GEO Specialty Chemicals Corp., 7.50%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/31/15 (c)(f)(g)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>805</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>602,666</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="40%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GEO Specialty Chemicals, Inc., 12.553%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="30%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/31/09 (g)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,319</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>987,601</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=center width="97%" colSpan=11><FONT face=Arial,Arial,Helvetica,sans-serif size=2>8</FONT> </TD></TR></TABLE><BR>
<HR align=center width="100%" noShade SIZE=2>

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     <TD noWrap align=left width="59%" colSpan=3><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="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="37%" 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 vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Corporate Bonds</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="10%"><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=right width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Hexion U.S. Finance Corp., 6.649%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/15/14 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,960,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&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>NOVA Chemicals Corp., 5.72%, 11/15/13 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>985</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>526,975</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,077,242</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Commercial Services &amp;</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>Allied Waste North America, Inc. Series B,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Supplies - 2.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7.375%, 4/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,375</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,054,375</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&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>US Investigations Services, Inc., 10.50%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/01/15 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,600</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,168,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,222,375</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Construction &amp; Engineering - 0.2%</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>Dycom Industries, Inc., 8.125%, 10/15/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>600</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>411,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Construction Materials - 1.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Nortek, Inc., 10%, 12/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,420</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,394,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Containers &amp; Packaging - 2.7%</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>Berry Plastics Holding Corp., 5.871%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9/15/14 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,450</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>681,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Clondalkin Acquisition BV, 3.996%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/15/13 (e)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,400,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Crown European Holdings SA, 6.25%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9/01/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>610</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>674,256</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&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>Owens Brockway Glass Container, Inc., 6.75%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>220</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>212,428</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&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>Packaging Dynamics Finance Corp., 10%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5/01/16 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,350</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,081,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,049,184</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Diversified Financial Services - 1.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>FCE Bank Plc, 7.125%, 1/16/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,795,106</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Diversified Telecommunication</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Qwest Corp., 5.246%, 6/15/13 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,725</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,307,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 1.8%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Food &amp; Staples Retailing - 0.1%</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>AmeriQual Group LLC, 9.50%, 4/01/12 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>155,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Health Care Equipment &amp; Supplies - 2.8%</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>DJO Finance LLC, 4.436% - 6.762%, 11/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,110,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Hotels, Restaurants &amp; Leisure - 2.5%</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>American Real Estate Partners LP, 7.125%, 2/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,012,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&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>Harrah's Operating Co., Inc., 10.75%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2/01/16 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,503</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>556,917</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&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>Harrah's Operating Co., Inc., 10.75%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2/01/18 (c)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>426</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>38,068</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Little Traverse Bay Bands of Odawa Indians,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10.25%, 2/15/14 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,565</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,025,075</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,632,560</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>IT Services - 2.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>First Data Corp., 9.875%, 9/24/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,450,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&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>SunGard Data Systems, Inc., 10.625%, 5/15/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>770,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,220,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Independent Power Producers &amp; Energy</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>Texas Competitive Electric Holdings Co. LLC,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Traders - 1.8%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10.25%, 11/01/15 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,230</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,347,200</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industrial Conglomerates - 0.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sequa Corp., 11.75%, 12/01/15 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>640</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>281,600</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&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>Sequa Corp., 13.50%, 12/01/15 (c)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,489</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>634,516</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>916,116</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Insurance - 1.8%</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>American International Group, Inc., 8.25%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8/15/18 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,335,990</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Machinery - 0.6%</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>Sunstate Equipment Co. LLC, 10.50%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/01/13 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,140,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Media - 1.5%</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>CSC Holdings, Inc. Series B, 7.625%, 4/01/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,770,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&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>Cablevision Systems Corp. Series B, 8%, 4/15/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>575</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>471,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&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>Local Insight Regatta Holdings, Inc., 11%, 12/01/17</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,244</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>584,680</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="30%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,826,180</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>9</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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     <TD noWrap align=left width="58%" colSpan=3><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="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="37%" colSpan=7><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 vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Corporate Bonds</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="10%"><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=right width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Metals &amp; Mining - 2.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>FMG Finance Property Ltd., 6.203%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9/01/11 (e)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>265</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 153,700</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Freeport-McMoRan Copper &amp; Gold, Inc.,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7.084%, 4/01/15 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,220</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,532,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ryerson, Inc., 10.568%, 11/01/14 (e)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,680</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,108,800</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,794,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Oil, Gas &amp; Consumable Fuels - 0.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>SandRidge Energy, Inc., 7.508%, 4/01/14 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,600</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,068,213</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Paper &amp; Forest Products - 3.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Abitibi-Consolidated, Inc., 5.496%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6/15/11 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,650</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>397,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ainsworth Lumber Co. Ltd., 11%, 7/29/15 (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,124</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>752,819</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Domtar Corp., 7.125%, 8/15/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>625</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>425,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>NewPage Corp., 9.443%, 5/01/12 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,925</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,060,625</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>NewPage Corp., 10%, 5/01/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,080,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verso Paper Holdings LLC Series B, 6.943%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8/01/14 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,160,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,875,944</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Pharmaceuticals - 0.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Angiotech Pharmaceuticals, Inc., 5.953%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/01/13 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>570,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Real Estate Management &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Realogy Corp., 10.50%, 4/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,055</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>184,625</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Development - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Road &amp; Rail - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Swift Transportation Co., Inc., 9.899%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5/15/15 (e)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>350</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>40,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Semiconductors &amp; Semiconductor</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Avago Technologies Finance Pte. Ltd., 7.703%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Equipment - 0.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6/01/13 (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>900</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>749,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Spansion, Inc., 5.328%, 6/01/13 (e)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,870</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>602,700</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,351,950</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Specialty Retail - 0.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>General Nutrition Centers, Inc., 7.584%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/15/14 (c)(e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>700</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>399,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Wireless Telecommunication</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Digicel Group Ltd., 9.125%, 1/15/15 (c)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>278</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>140,390</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Corporate Bonds - 39.8%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>73,734,901</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Common Stocks</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Shares</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Capital Markets - 0.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>E*Trade Financial Corp. (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>242,021</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>326,728</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Chemicals - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GEO Specialty Chemicals, Inc. (a)(d)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>13,117</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,036</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Electrical Equipment - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Medis Technologies Ltd. (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>71,654</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>48,008</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Energy Equipment &amp; Services - 0.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Trico Marine Services, Inc. (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>119,185</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>455,287</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Paper &amp; Forest Products - 0.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ainsworth Lumber Co. Ltd.</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>136,289</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>143,960</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ainsworth Lumber Co. Ltd. (a)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>152,951</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>161,429</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Western Forest Products, Inc. (a)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>84,448</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>33,365</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>338,754</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Common Stocks - 0.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,173,813</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Preferred Stocks</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Capital Markets - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Marsico Parent Superholdco, LLC, 16.75% (f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>78</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>40,560</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Preferred Stocks - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>40,560</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Long-Term Investments</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Cost - $397,970,588) - 140.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>259,283,089</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>10</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

<!--$$/page=-->
<A name="page_11"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=2><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="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=2><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="39%" 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 vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Beneficial</FONT></B>&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Interest</FONT></B>&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Short-Term Securities</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="99%" colSpan=8><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BlackRock Liquidity Series, LLC Cash Sweep</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Series, 1.64% (h)(i)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD noWrap align=center width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,967</FONT>&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,966,508</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Short-Term Securities</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=center width="12%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Cost - $1,966,508) - 1.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=center width="12%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,966,508</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Options Purchased</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Contracts</FONT></B>&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Call Options</FONT></B>&nbsp; </TD>
     <TD noWrap align=left width="52%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Marsico Parent Superholdco LLC, expiring</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=center width="12%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>December 2019 at USD 942.86</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>20</FONT>&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>29,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Options Purchased</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Cost - $19,556) - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>29,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Investments</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Cost - $399,956,652*) - 141.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>261,278,597</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="52%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Liabilities in Excess of Other Assets - (41.1)%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(76,097,998)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Net Assets - 100.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD noWrap align=right width="21%" colSpan=2><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 185,180,599</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=left><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>* The cost and unrealized appreciation (depreciation) of investments as of November 30, 2008,</FONT><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>as computed for federal income tax purposes, were as follows:</FONT></P>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Aggregate cost</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 399,902,042</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Gross unrealized appreciation</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 31,596</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Gross unrealized depreciation</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="39%"><U><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(138,655,041)</FONT></U>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Net unrealized depreciation</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ (138,623,445)</FONT>&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>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>(b)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Issuer filed for bankruptcy and/or is in default of interest payments.</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>Represents a payment-in-kind security which may pay interest/dividends in additional par/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>(d)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Security is fair valued.</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>Variable rate security. Rate shown is 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>(f)</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.</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>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="44%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="27%"><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="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="44%">&nbsp; &nbsp; &nbsp;<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="27%"><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=center width="23%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Income</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="44%">&nbsp; &nbsp; &nbsp;<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="27%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="44%">&nbsp; &nbsp; &nbsp; &nbsp; &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="27%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 331,839</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="23%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 16,875</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="73%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(i) Represents the current yield as of report date.</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR></TABLE><BR>
<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 industry sub-classifications</FONT> <FONT face="Trebuchet &#13;&#10;MS,Arial,Helvetica,sans-serif" size=2>used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Fund management.</FONT><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>This definition may not apply for purposes of this report, which may combine industry sub-classifications for reporting ease.</FONT>
<LI><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Foreign currency exchange contracts as of November 30, 2008 were as follows:</FONT> </LI></UL>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Currency</FONT></B>&nbsp; </TD>
     <TD width="3%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Currency</FONT></B>&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Appreciation</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Purchased</FONT></B>&nbsp; </TD>
     <TD width="3%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Sold</FONT></B>&nbsp; </TD>
     <TD noWrap align=left width="12%">&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>Settlement Date</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Depreciation)</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>265,991</FONT>&nbsp; </TD>
     <TD width="3%">&nbsp; </TD>
     <TD noWrap align=left width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>CAD</FONT>&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>315,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1/21/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 11,863</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10,370,060</FONT>&nbsp; </TD>
     <TD width="3%">&nbsp; </TD>
     <TD noWrap align=left width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8,215,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/10/08</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(65,005)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>355,000</FONT>&nbsp; </TD>
     <TD width="3%">&nbsp; </TD>
     <TD noWrap align=left width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>463,929</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/10/08</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(13,019)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>762,528</FONT>&nbsp; </TD>
     <TD width="3%">&nbsp; </TD>
     <TD noWrap align=left width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>600,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1/21/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>573</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>52,633</FONT>&nbsp; </TD>
     <TD width="3%">&nbsp; </TD>
     <TD noWrap align=left width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>41,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1/21/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>566</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,398,919</FONT>&nbsp; </TD>
     <TD width="3%">&nbsp; </TD>
     <TD noWrap align=left width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP</FONT>&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,136,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/10/08</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>113,986</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="5%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="3%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 48,964</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=left><FONT face=Arial,Arial,Helvetica,sans-serif size=2>11</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

<!--$$/page=-->
<A name="page_12"></A>
<P align=left>
<TABLE>
<TR>
     <TD noWrap><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></B><BR>
<BR>
<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&#149; Credit default swaps on single-name issues - sold protection outstanding as of November 30, 2008 were as follows:</FONT></TD></TR></TABLE></P>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="15%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Notional</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="15%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="14%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Receivable</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="8%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Credit</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Amount</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Unrealized</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="15%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Issuer</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="14%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Fixed Rate</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="13%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Counterparty</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Expiration</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="8%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Rating</FONT></B><B><SUP><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>1</FONT></SUP></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B><B><SUP><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>2</FONT></SUP></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Depreciation</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="15%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ford Motor Co.</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.80%</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="13%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>UBS AG</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="10%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>March 2010</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>CCC</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD 10,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ (6,448,510)</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=left><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=1>(1) </FONT><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Using the higher of Standard &amp; Poor's or Moody's Investor Services ratings.</FONT><BR>
<BR>
<SUP><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(2) </FONT></SUP><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The maximum potential amount the Fund may be required to pay should a negative credit event take</FONT><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>place as defined under the terms of the agreement. </FONT></P>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&#149; Credit default swaps on traded indexes</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="62%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>- buy protection outstanding as of November 30, 2008 were as follows:</FONT>&nbsp; </TD></TR>
<TR>
     <TD width="32%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="62%" colSpan=9>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="17%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Notional</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="11%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Pay Fixed</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="17%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Amount</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Unrealized</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Issuer</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="11%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Rate</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="13%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Counterparty</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="14%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Expiration</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="17%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B><B><SUP><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>1</FONT></SUP></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Appreciation</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dow Jones CDX North</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>America High Yield</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="13%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Credit Suisse</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Index 10.V1</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="11%">&nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.00%</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="13%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>International</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="14%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>June 2013</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 603,764</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=left><SUP><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(1) </FONT></SUP><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The maximum potential amount the Fund may receive should a negative credit event take place as</FONT><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>defined under the terms of the agreement.</FONT></P>
<P align=left><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&#149; Currency Abbreviations:</FONT></P>
<P align=left><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>CAD Canadian Dollar</FONT><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR Euro</FONT><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP British Pound</FONT><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD U.S. Dollar</FONT></P>
<P align=left><FONT face=Arial,Arial,Helvetica,sans-serif size=2>12</FONT></P>
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<P align=left><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Strategies Fund, Inc. </FONT></B><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments November 30, 2008 (Unaudited)</FONT></B></P>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR>
     <TD vAlign=top noWrap>
<LI></LI></TD>
     <TD width="100%" colSpan=2><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Effective September 1, 2008, the Fund adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, "Fair Value Measurements" ("FAS 157"). FAS 157 clarifies the definition of fair value, establishes a framework for measuring fair values and requires additional disclosures about the use of fair value measurements. Various inputs are used in determining the fair value of investments, which are as follows:</FONT> </TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD vAlign=top noWrap>
<LI></LI></TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 1 - price quotations in active markets/exchanges for identical securities</FONT> </TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD vAlign=top noWrap>
<LI></LI></TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 2 - other observable inputs (including, but not limited to: quoted prices for similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks, and default rates) or other market- corroborated inputs)</FONT> </TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD vAlign=top noWrap>
<LI></LI></TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 3 - unobservable inputs based on the best information available in the circumstance, to the extent observable inputs are not available (including the Fund's own assumption used in determining the fair value of investments)</FONT> </TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD width="100%" colSpan=2><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. For information about the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent financial statements as contained in its annual report.</FONT> </TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR></TABLE>
<P align=left><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The following table summarizes the inputs used as of November 30, 2008 in determining the fair valuation of the Fund's investments:</FONT></P>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Valuation</FONT></B>&nbsp; </TD>
     <TD noWrap align=center width="48%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Investments in</FONT></B>&nbsp; </TD>
     <TD noWrap align=center width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Other Financial</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=center width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Inputs</FONT></B>&nbsp; </TD>
     <TD noWrap align=center width="48%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Securities</FONT></B>&nbsp; </TD>
     <TD noWrap align=center width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Instruments*</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="99%" colSpan=3>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 1</FONT>&nbsp; </TD>
     <TD noWrap align=center width="48%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,007,348</FONT>&nbsp; </TD>
     <TD noWrap align=center width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>-</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 2</FONT>&nbsp; </TD>
     <TD noWrap align=center width="48%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>192,172,963</FONT>&nbsp; </TD>
     <TD noWrap align=center width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ (5,766,782)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 3</FONT>&nbsp; </TD>
     <TD noWrap align=center width="48%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>68,069,286</FONT>&nbsp; </TD>
     <TD noWrap align=center width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>-</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total</FONT></B>&nbsp; </TD>
     <TD noWrap align=center width="48%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 261,249,597</FONT>&nbsp; </TD>
     <TD noWrap align=center width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ (5,766,782)</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=left><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>* Other financial instruments are foreign exchange contracts, swaps and options.</FONT></P>
<P align=left><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The following is a reconciliation of investments for unobservable inputs (Level 3) were</FONT></P>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="74%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>used in determining fair value:</FONT>&nbsp; </TD>
     <TD noWrap align=left width="25%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="74%">&nbsp; </TD>
     <TD noWrap align=center width="25%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Investments in</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="74%">&nbsp; </TD>
     <TD noWrap align=center width="25%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Securities</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="74%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Balance, as of September 1, 2008</FONT>&nbsp; </TD>
     <TD noWrap align=center width="25%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 27,977,920</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="74%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Accrued discounts/premiums</FONT>&nbsp; </TD>
     <TD noWrap align=center width="25%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>37,132</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="74%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Realized gain (loss)</FONT>&nbsp; </TD>
     <TD noWrap align=center width="25%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(1,028,658)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="74%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Change in unrealized appreciation (depreciation)</FONT>&nbsp; </TD>
     <TD noWrap align=center width="25%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(31,551,809)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="74%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Net purchases (sales)</FONT>&nbsp; </TD>
     <TD noWrap align=center width="25%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(2,115,189)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="74%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Net transfers in/out of Level 3</FONT>&nbsp; </TD>
     <TD noWrap align=center width="25%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>74,749,890</FONT>&nbsp; </TD></TR>
<TR>
     <TD width="74%">
<HR noShade SIZE=1>
</TD>
     <TD align=center width="25%">
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="74%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Balance, as of November 30, 2008</FONT>&nbsp; </TD>
     <TD noWrap align=center width="25%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 68,069,286</FONT>&nbsp; </TD></TR>
<TR>
     <TD width="74%">&nbsp; </TD>
     <TD width="25%">
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</TD></TR></TABLE><BR>
<P align=left><FONT face=Arial,Arial,Helvetica,sans-serif size=2>13</FONT></P>
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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 similar functions </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">have concluded that the registrant&#146;s disclosure controls and procedures (as defined in Rule 30a-3(c) under </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">the Investment Company Act of 1940, as amended (the &#147;1940 Act&#148;)) are effective as of a date within 90 </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">days of the filing of this report based on the evaluation of these controls and procedures required by Rule </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">30a-3(b) under the 1940 Act 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 defined in Rule 30a-</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">3(d) under the 1940 Act) that occurred during the registrant&#146;s last fiscal quarter that have materially </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">affected, or are reasonably likely to materially affect, the registrant&#146;s internal control over financial </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">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 Company Act of </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">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: January 20, 2009</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 Company Act of </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">1940, this report has been signed below by the following persons on behalf of the registrant and in the </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">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: January 20, 2009</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: January 20, 2009</FONT></TD></TR></TABLE>
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<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>certsfra.htm
<DESCRIPTION>CERTIFICATIONS
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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: January 20, 2009</FONT><BR>
<BR>
<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></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: January 20, 2009</FONT><BR>
<BR>
<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></TD></TR></TABLE>
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