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Proc-Type: 2001,MIC-CLEAR
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<SEC-DOCUMENT>0000900092-11-000062.txt : 20110128
<SEC-HEADER>0000900092-11-000062.hdr.sgml : 20110128
<ACCEPTANCE-DATETIME>20110128115540
ACCESSION NUMBER:		0000900092-11-000062
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20101130
FILED AS OF DATE:		20110128
DATE AS OF CHANGE:		20110128
EFFECTIVENESS DATE:		20110128

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:		11554556

	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>fra.htm
<DESCRIPTION>FRA
<TEXT>

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<P style="text-align: center;">
<FONT size=3 face="ArialMT,Arial,Helvetica,sans-serif">UNITEDSTATES</FONT><BR>
<FONT size=3 face="ArialMT,Arial,Helvetica,sans-serif">SECURITIESANDEXCHANGECOMMISSION</FONT><BR>
<FONT size=3 face="ArialMT,Arial,Helvetica,sans-serif">Washington,D.C.20549</FONT><BR>
<BR>
<B><FONT size=3 face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">FORM N-Q</FONT></B><BR>
<BR>
<B><FONT size=3 face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED</FONT></B><BR>
<B><FONT size=3 face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">MANAGEMENT INVESTMENT COMPANY</FONT></B></P>
<P style="text-align: left;">
<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: Anne F. Ackerley, Chief Executive Officer, BlackRock</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Floating Rate Income Strategies Fund, Inc., 55 East 52</FONT><SUP><FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">nd </FONT></SUP><FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Street, New York, NY 10055</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: 08/31/2011</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date of reporting period: 11/30/2010</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Item 1 &#150; Schedule of Investments</FONT></P>

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<P style="TEXT-ALIGN: left"><FONT color=#000080 size=4 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Schedule of Investments </FONT><FONT color=#000080 size=2 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>November 30, 2010 (Unaudited)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Percentages shown are based on Net Assets)</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="42%"></TD>
     <TD width="11%"></TD>
     <TD width="16%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Asset-Backed Securities</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>ARES CLO Funds, Series</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2005-10A, Class B, 0.68%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>9/18/17 (a)(b)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>750</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 615,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Castle Garden Funding,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Series 2005-1A, Class B1,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1.05%, 10/27/20 (a)(b)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,070</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>785,380</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Flagship CLO, Series 2006-1A,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Class B, 0.64%, 9/20/19 (a)(b)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>804</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>631,140</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Goldentree Loan Opportunities III,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ltd., Series 2007-3X, Class B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>0.94%, 5/01/22 (b)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>815</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>623,475</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>LCM LP, Series 8A, Class C, 3.29%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/14/21 (a)(b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,750</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,654,625</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 3px double" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total Asset-Backed Securities &#150; 1.6%</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,309,620</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Common Stocks (c)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Shares</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Building Products &#151; 0.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Masonite Worldwide Holdings</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11,335</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>419,395</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Nortek, Inc.</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,540</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>63,140</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>482,535</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Chemicals &#151; 0.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>GEO Specialty Chemicals, Inc.</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>13,117</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5,036</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Wellman Holdings, Inc.</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>430</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>21</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5,057</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Electrical Equipment &#151; 0.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Medis Technologies Ltd.</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>71,654</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,433</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Paper &amp; Forest Products &#151; 0.3%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ainsworth Lumber Co. Ltd.</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>133,089</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>326,710</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ainsworth Lumber Co. Ltd. (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>152,951</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>375,468</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Western Forest Products, Inc.</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>84,448</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>41,955</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>744,133</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Software &#151; 0.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>HMH Holdings/EduMedia</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>94,685</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>473,427</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total Common Stocks &#150; 0.7%</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,706,585</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Corporate Bonds</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Airlines &#151; 0.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delta Air Lines, Inc., Series B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>9.75%, 12/17/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>570</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>620,031</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="56%"></TD>
     <TD width="14%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Corporate Bonds</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Auto Components &#151; 0.8%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delphi International Holdings</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Unsecured, 12.00%, 10/06/14 USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>32</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 33,437</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Icahn Enterprises LP:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.75%, 1/15/16</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>215</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>213,925</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8.00%, 1/15/18</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,000</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,985,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,232,362</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Building Products &#151; 2.7%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CPG International I, Inc.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.50%, 7/01/12 (b)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,500</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,478,125</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10.50%, 7/01/13</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,300</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,337,375</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Nortek, Inc., 11.00%, 12/01/13</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,547</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,628,053</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7,443,553</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Chemicals &#151; 0.8%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CF Industries, Inc., 6.88%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5/01/18</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>905</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>993,237</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>GEO Specialty Chemicals, Inc. (a):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.50%, 3/31/15 (d)(e)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>857</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>557,042</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10.00%, 3/31/15</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>844</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>548,704</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Wellman Holdings, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Subordinate Note (Third Lien),</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.00%, 1/29/19 (d)(e)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>464</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>180,985</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,279,968</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Commercial Banks &#151; 1.1%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CIT Group, Inc.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.00%, 5/01/16</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>240</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>235,800</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.00%, 5/01/17</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,750</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,681,250</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,917,050</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Commercial Services &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Supplies &#151; 0.6%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Brickman Group Holdings, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>9.13%, 11/01/18 (a)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>310</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>313,875</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Clean Harbors, Inc., 7.63%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8/15/16</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>720</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>759,600</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>The Geo Group, Inc., 7.75%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/15/17</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>550</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>583,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,656,475</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Consumer Finance &#151; 0.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Credit Acceptance Corp., 9.13%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2/01/17 (a)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>360</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>376,200</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Inmarsat Finance Plc, 7.38%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/01/17 (a)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>915</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>960,750</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,336,950</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Containers &amp; Packaging &#151; 2.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Berry Plastics Corp., 8.25%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11/15/15</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,600</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,664,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Clondalkin Acquisition BV, 2.29%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/15/13 (a)(b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,000</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,690,000</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Portfolio Abbreviations</FONT><BR>
<BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>To simplify the listings of portfolio holdings in the Schedule of Investments, the names and descriptions of many of the securities have been abbreviated</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>according to the following list:</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="6%"></TD>
     <TD width="36%"></TD>
     <TD width="26%"></TD>
     <TD width="30%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CAD</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Canadian Dollar</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>GBP</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>British Pound</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EUR</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Euro</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>MSCI</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Morgan Stanley Capital International</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>FKA</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Formerly Known As</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>US Dollar</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NOVEMBER 30, 2010</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1</FONT></P>
<HR align=center SIZE=2 width="100%" noShade>
<DIV style="PAGE-BREAK-BEFORE: always"></DIV>

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<A name="page_3"></A><BR>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=4 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Schedule of Investments</FONT><FONT color=#000080 size=2 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(continued)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT><BR>
<FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Percentages shown are based on Net Assets)</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="45%"></TD>
     <TD width="10%"></TD>
     <TD width="15%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Corporate Bonds</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Containers &amp; Packaging (concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>OI European Group BV, 6.88%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/31/17</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>143</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 189,797</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Smurfit Kappa Acquisitions (a):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.25%, 11/15/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>525</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>688,288</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.75%, 11/15/19</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>500</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>666,870</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6,898,955</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Diversified Financial</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Services &#151; 1.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ally Financial Inc., 2.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/01/14 (b)</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,875</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,678,189</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Axcan Intermediate Holdings, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12.75%, 3/01/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>160</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>166,800</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Reynolds Group DL Escrow, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.75%, 10/15/16 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>700</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>729,750</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Reynolds Group Issuer, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.75%, 10/15/16 (a)</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>400</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>534,794</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,109,533</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Diversified Telecommunication</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Services &#151; 0.7%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>ITC Deltacom, Inc., 10.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4/01/16</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>540</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>579,150</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Qwest Communications</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>International, Inc., 8.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/01/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>600</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>637,500</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Qwest Corp., 8.38%, 5/01/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>540</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>648,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,864,650</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Food &amp; Staples Retailing &#151; 0.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>AmeriQual Group LLC, 9.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4/01/12 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>250</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>245,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Rite Aid Corp., 8.00%, 8/15/20 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>270</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>278,100</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>523,100</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Food Products &#151; 0.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>B&amp;G Foods, Inc., 7.63%, 1/15/18</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>600</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>621,750</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Smithfield Foods, Inc., 10.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7/15/14 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>680</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>768,400</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,390,150</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Health Care Equipment &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Supplies &#151; 0.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>DJO Finance LLC, 10.88%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11/15/14</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,245</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,357,050</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Health Care Providers &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Services &#151; 0.8%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>American Renal Holdings, 8.38%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5/15/18 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>145</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>150,075</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>HCA, Inc., 7.25%, 9/15/20</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>485</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>508,644</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tenet Healthcare Corp.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>9.00%, 5/01/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>175</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>187,687</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8.88%, 7/01/19</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,360</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,448,400</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,294,806</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Health Care Technology &#151; 0.8%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>IMS Health, Inc., 12.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/01/18 (a)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,860</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,166,900</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Hotels, Restaurants &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Leisure &#151; 0.4%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Dunkin Finance Corp., 9.63%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/01/18 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>20</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>20,125</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="43%"></TD>
     <TD width="13%"></TD>
     <TD width="14%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Corporate Bonds</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Hotels, Restaurants &amp; Leisure</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Harrah's Operating Co., Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10.00%, 12/15/18</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>45</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 38,025</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Little Traverse Bay Bands of</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Odawa Indians, 9.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2/15/14 (a)(c)(f)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>513</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>423,225</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>MGM Resorts International,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10.38%, 5/15/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>490</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>543,900</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,025,275</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Household Durables &#151; 0.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Beazer Homes USA, Inc., 12.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/15/17</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,200</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,374,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Independent Power Producers &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Energy Traders &#151; 2.1%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Calpine Construction Finance Co.</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>LP, 8.00%, 6/01/16 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,125</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,184,062</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Energy Future Holdings Corp.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10.00%, 1/15/20 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,000</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,023,154</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Energy Future Intermediate</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Holding Co. LLC, 10.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/01/20</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>700</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>717,958</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NRG Energy, Inc.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.25%, 2/01/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,760</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,795,200</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.38%, 2/01/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>970</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>974,850</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5,695,224</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Industrial Conglomerates &#151; 0.6%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Sequa Corp., 13.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/01/15 (a)(d)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,557</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,689,710</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Media &#151; 2.3%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CSC Holdings, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8.50%, 4/15/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>420</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>460,425</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Checkout Holding Corp., 10.99%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11/15/15 (a)(g)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>870</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>526,350</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Clear Channel Worldwide Holdings, Inc.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>9.25%, 12/15/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>401</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>425,060</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Series B, 9.25%, 12/15/17</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,604</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,712,270</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>DISH DBS Corp., 7.00%, 10/01/13</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>925</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>985,125</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>UPC Germany GmbH, 8.13%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/01/17 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,000</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,080,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6,189,230</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Metals &amp; Mining &#151; 0.6%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>FMG Resources August 2006 Pty</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ltd., 7.00%, 11/01/15 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>840</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>850,500</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ryerson, Inc., 7.66%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11/01/14 (b)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>900</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>839,250</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,689,750</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Multiline Retail &#151; 0.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Dollar General Corp., 11.88%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7/15/17 (d)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>445</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>516,200</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Oil, Gas &amp; Consumable</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Fuels &#151; 0.6%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Coffeyville Resources LLC, 9.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4/01/15 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>305</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>324,825</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>OPTI Canada, Inc., 9.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/15/12 (a)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,260</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,253,700</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,578,525</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2 BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NOVEMBER 30, 2010</FONT></P>
<HR align=center SIZE=2 width="100%" noShade>
<DIV style="PAGE-BREAK-BEFORE: always"></DIV>

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<A name="page_4"></A><BR>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=4 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Schedule of Investments</FONT><FONT color=#000080 size=2 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(continued)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT><BR>
<FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Percentages shown are based on Net Assets)</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="44%"></TD>
     <TD width="12%"></TD>
     <TD width="14%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Corporate Bonds</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Paper &amp; Forest Products &#151; 0.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ainsworth Lumber Co. Ltd.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11.00%, 7/29/15 (a)(d)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,235</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 1,105,665</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Verso Paper Holdings LLC, Series</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>B, 4.04%, 8/01/14 (b)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>340</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>302,600</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,408,265</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Pharmaceuticals &#151; 0.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Angiotech Pharmaceuticals, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4.05%, 12/01/13 (b)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>515</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>421,012</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Valeant Pharmaceuticals</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>International (a):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.75%, 10/01/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>95</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>93,813</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.00%, 10/01/20</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>120</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>117,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>631,825</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Professional Services &#151; 0.1%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>FTI Consulting, Inc., 6.75%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/01/20 (a)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>170</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>171,700</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Real Estate Investment Trusts</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(REITs) &#151; 0.1%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Omega Healthcare Investors, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.75%, 10/15/22 (a)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>140</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>139,650</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Wireless Telecommunication</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Services &#151; 1.6%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Cricket Communications, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.75%, 5/15/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,700</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,738,250</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Digicel Group Ltd., 9.13%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/15/15 (a)(d)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>278</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>280,780</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>iPCS, Inc., 2.41%, 5/01/13 (b)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,500</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,432,500</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Nextel Communications, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Series E, 6.88%, 10/31/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>775</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>774,031</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,225,561</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total Corporate Bonds &#150; 23.7%</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>64,426,448</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Aerospace &amp; Defense &#151; 2.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>DynCorp International, Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.25%, 7/07/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,425</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,433,889</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Hawker Beechcraft Acquisition Co., LLC:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Letter of Credit Linked</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Deposit, 0.19% - 0.43%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/26/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>93</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>78,952</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 2.26% - 2.29%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/26/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,600</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,357,249</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>SI Organization, Inc., Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.75%, 11/03/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,925</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,915,375</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>TASC, Inc.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche A Term Loan, 5.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/18/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>629</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>631,096</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B Term Loan, 5.75%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/18/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>485</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>486,616</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5,903,177</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="45%"></TD>
     <TD width="10%"></TD>
     <TD width="15%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Airlines &#151; 0.4%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delta Air Lines, Inc., Credit-Linked</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Deposit Loan, 0.11% - 2.29%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4/30/12</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,213</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 1,182,188</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Auto Components &#151; 1.9%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Allison Transmission, Inc., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 3.01% - 3.05%, 8/07/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,993</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,923,128</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Dana Holding Corp., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Advance, 4.51% - 4.54%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/30/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>725</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>724,880</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Exide Global Holdings Netherlands</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>C.V., European Borrower, Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 4.13%, 5/15/12</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>315</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>386,782</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>GPX International Tire Corp. (c)(f):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>PIK Fee 12%, 4/11/12</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>9</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B Term Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8.37% - 10.25%, 3/30/12</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>549</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Global Autocare, Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.00%, 11/02/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,225</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,225,765</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>United Components, Inc., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 6.25%, 3/16/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,000</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,008,250</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5,268,805</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Automobiles &#151; 1.1%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ford Motor Co.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B-1 Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.01% - 3.05%, 12/15/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,955</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,923,743</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B-2 Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.01% - 3.05%, 12/15/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>91</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>89,939</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,013,682</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Biotechnology &#151; 0.4%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Grifols SA, Term Loan B, 6.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/01/16</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,200</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,210,500</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Building Products &#151; 2.8%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Armstrong World Industries, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B, 3.78%, 5/17/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,075</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,081,719</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Goodman Global, Inc., Term Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>B, 5.75%, 10/13/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,750</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,781,350</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Momentive Performance Materials</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Blitz 06-103 GmbH), Tranche</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>B-2 Term Loan, 3.10%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/04/13</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>653</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>800,315</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>PGT Industries, Inc., Tranche A-2</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 7.25%, 2/14/12</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,068</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,047,035</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7,710,419</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Capital Markets &#151; 1.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>American Capital Ltd., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan B, 7.50%, 12/31/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>669</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>670,807</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Nuveen Investments, Inc., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan (First Lien), 3.29% - 3.53%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11/13/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,225</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,073,061</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,743,868</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Chemicals &#151; 5.8%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Arizona Chemical, Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.75%, 11/18/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,200</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,206,750</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CF Industries, Inc., Term Loan B-1,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4.50%, 4/05/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>486</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>487,767</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Chemtura Corp., Exit Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.50%, 8/16/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,400</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,408,166</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Gentek Holding, LLC, Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.75%, 9/30/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,000</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,025,000</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NOVEMBER 30, 2010</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3</FONT></P>
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<P style="TEXT-ALIGN: left"><FONT color=#000080 size=4 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Schedule of Investments</FONT><FONT color=#000080 size=2 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(continued)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT><BR>
<FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Percentages shown are based on Net Assets)</FONT></P>
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<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="45%"></TD>
     <TD width="9%"></TD>
     <TD width="15%"></TD>
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     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
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     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Chemicals (concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Huish Detergents, Inc., Tranche B</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 2.01%, 4/26/14</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>709</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 675,958</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Lyondell Chemical Co., Exit Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 4.25%, 4/08/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>589</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>589,133</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>MacDermid, Inc., Tranche C Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 3.01%, 12/15/13</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>544</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>652,335</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>PQ Corp. (FKA Niagara Acquisition,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Inc.), Term Loan (First Lien),</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.51% - 3.54%, 7/30/14</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,876</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,783,313</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Rockwood Specialties Group, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan H, 6.00%, 5/15/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,277</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,280,747</FONT>&nbsp;</TD></TR>
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     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Solutia, Inc., Term Loan, 4.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/17/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,142</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,145,456</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Styron Sarl, Term Loan, 7.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6/17/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,580</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,599,750</FONT>&nbsp;</TD></TR>
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     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tronox Worldwide LLC, Exit Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 7.00%, 12/24/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,775</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,786,572</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>15,640,947</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Commercial Banks &#151; 1.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CIT Group, Inc., Tranche 3 Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 6.25%, 1/20/12</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,675</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,715,906</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Commercial Services &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Supplies &#151; 5.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>ARAMARK Corp.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Letter of Credit - 1 Facility,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>0.11%, 1/26/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>33</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>32,181</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Letter of Credit - 2 Facility,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>0.01%, 7/26/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>24</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>23,411</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>US Term Loan, 2.16%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/26/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>406</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>399,483</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>US Term Loan B, 3.54%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7/26/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>358</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>355,976</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>AWAS Finance Luxembourg Sarl,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B, 7.75%, 6/10/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,350</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,374,749</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Adesa, Inc. (KAR Holdings, Inc.),</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Initial Term Loan, 3.01%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/21/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>764</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>757,932</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Advanced Disposal Services, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B, 6.00%, 1/14/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,092</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,097,209</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Altegrity, Inc., Incremental Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 7.75%, 2/21/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,746</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,749,989</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Casella Waste Systems, Inc., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan B, 7.00%, 4/09/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>741</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>745,254</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delos Aircraft, Inc., Term Loan 2,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.00%, 3/17/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,875</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,903,461</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>International Lease Finance Corp.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan 1, 6.75%, 3/17/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,350</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,367,357</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Diversey, Inc. (FKA Johnson</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Diversey, Inc.), Tranche B Dollar</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 5.50%, 11/24/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>846</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>850,698</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Protection One, Inc., Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.00%, 6/04/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,454</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,446,263</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Quad Graphics, Inc., Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.50%, 4/20/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>574</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>560,896</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>ServiceMaster Co., Letter of Credit,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.76% - 2.81%, 7/24/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>13</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11,885</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Synagro Technologies, Inc., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan (First Lien), 2.26%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4/02/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,552</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,367,652</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="45%"></TD>
     <TD width="10%"></TD>
     <TD width="15%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Commercial Services &amp; Supplies</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Volume Services America, Inc.</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Centerplate), Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10.75%, 8/24/16</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,000</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 997,500</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>15,041,896</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Communications</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Equipment &#151; 0.4%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Avaya, Inc., Term Loan B, 3.04%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/24/14</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,230</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,115,841</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Construction &amp; Engineering &#151; 0.7%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Aquilex Holdings LLC, Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.50%, 4/01/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>199</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>197,259</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Safway Services, LLC, First Out</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche Loan, 9.00%, 12/18/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,700</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,700,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,897,259</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Construction Materials &#151; 0.3%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Fairmount Minerals Ltd., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan B, 6.25%, 8/05/16</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>875</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>886,302</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Consumer Finance &#151; 1.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>AGFS Funding Co., Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.25%, 4/21/15</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,100</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,130,110</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Containers &amp; Packaging &#151; 1.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Anchor Glass Container Corp.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan (First Lien), 6.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/02/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>319</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>319,142</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Berry Plastics Holding Corp., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan C, 2.38%, 4/03/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>705</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>661,292</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Graham Packaging Co., LP:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan C, 6.75%, 4/05/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>627</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>631,482</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan D, 6.00%, 9/16/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,100</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,108,938</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,720,854</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Diversified Consumer</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Services &#151; 3.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Coinmach Service Corp., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 3.28%, 11/14/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,681</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,337,565</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Laureate Education, Series A New</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 7.00%, 8/15/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,813</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,791,792</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>ServiceMaster Co.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Closing Date Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.76% - 2.80%, 7/24/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,837</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,736,876</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delayed Draw Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.76%, 7/24/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>170</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>160,554</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8,026,787</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Diversified Financial</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Services &#151; 2.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>MSCI, Inc., Term Loan, 4.75%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6/01/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,692</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,697,315</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Reynolds Group Holdings, Inc.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Incremental US Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.75%, 5/05/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>994</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>999,547</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan D, 6.50%, 5/01/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>700</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>704,667</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>US Term Loan, 6.25%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5/05/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,284</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,293,429</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Whitelabel IV SA:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B1, 6.75%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8/11/17</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>339</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>440,195</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4 BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NOVEMBER 30, 2010</FONT></P>
<HR align=center SIZE=2 width="100%" noShade>
<DIV style="PAGE-BREAK-BEFORE: always"></DIV>

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<A name="page_6"></A><BR>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=4 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Schedule of Investments</FONT><FONT color=#000080 size=2 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(continued)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Percentages shown are based on Net Assets)</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="45%"></TD>
     <TD width="11%"></TD>
     <TD width="20%"></TD>
     <TD width="22%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Diversified Financial Services (concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Whitelabel IV SA (concluded):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B2, 6.75%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8/11/17</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EUR</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 3px" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>561&nbsp; </FONT></TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$</FONT> 728,465</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5,863,618</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Diversified Telecommunication</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Services &#151; 2.1%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Hawaiian Telcom Communications,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Inc., Term Loan, 9.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/28/15</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>700</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>703,938</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Integra Telecom Holdings, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 9.25%, 4/15/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,621</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,635,623</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Level 3 Communications,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Incremental Term Loan, 2.54%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/13/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,625</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,366,070</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5,705,631</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Electric Utilities &#151; 0.9%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>New Development Holdings LLC,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 7.00%, 7/03/17</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,993</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,328,905</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Electrical Equipment &#151; 0.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Baldor Electric Co., Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.25%, 1/31/14</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,230</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,233,593</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Electronic Equipment, Instruments</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&amp; Components &#151; 0.9%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CDW LLC (FKA CDW Corp.), Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 4.25%, 10/10/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,407</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,354,480</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Flextronics International Ltd.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Closing Date Loan B, 2.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/01/12</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,053</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,042,030</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delayed Draw Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.50%, 10/01/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>39</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>38,445</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delayed Draw Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.50%, 10/01/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>46</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>44,853</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,479,808</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Energy Equipment &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Services &#151; 0.7%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>MEG Energy Corp., Tranche D Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.00%, 4/03/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>746</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>746,746</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.00%, 4/03/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,089</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,089,302</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,836,048</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Food &amp; Staples Retailing &#151; 2.6%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>AB Acquisitions UK Topco 2 Ltd.</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(FKA Alliance Boots), Facility B1,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.56%, 7/09/15</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>GBP</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,300</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,808,505</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Bolthouse Farms, Inc., Term Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(First Lien), 5.50%, 2/11/16</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,085</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,084,500</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Pilot Travel Centers LLC, Initial</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B Term Loan, 5.25%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6/30/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,367</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,393,137</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Rite Aid Corp., Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.00%, 7/09/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>474</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>468,181</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>U.S. Foodservice, Inc., Term Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>B, 2.75% - 2.76%, 7/03/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,300</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,177,042</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6,931,365</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Food Products &#151; 4.3%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Advance Pierre Foods, Term Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Second Lien):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.00%, 9/29/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,835</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,818,179</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="42%"></TD>
     <TD width="13%"></TD>
     <TD width="21%"></TD>
     <TD width="22%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Food Products (concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Advance Pierre Foods, Term Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Second Lien) (concluded):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11.25%, 9/29/17</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,100</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$</FONT> 1,108,250</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CII Investment, LLC (FKA Cloverhill):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delayed Draw Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8.50%, 10/14/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>98</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>98,355</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan A, 8.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/14/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>852</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>852,479</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B, 8.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/14/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,037</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,036,807</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Dole Food Co., Inc., Tranche B-1</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 5.00% - 5.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/02/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>494</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>495,967</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Green Mountain Coffee, Inc., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan B, 6.00%, 11/09/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,000</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,005,625</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Michael Foods Group, Inc. (FKA</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>M-Foods Holdings, Inc.), Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan B, 6.25%, 6/29/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>998</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,006,540</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Pilgrim's Pride Corp., Term Loan A,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.29%, 12/01/12</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,215</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,178,550</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Pinnacle Foods Finance LLC:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B, 2.76%, 4/02/14</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>300</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>292,078</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche D Term Loan, 6.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4/02/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,453</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,469,316</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Solvest Ltd. (Dole), Tranche C-1</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 5.00% - 5.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/02/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,230</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,233,625</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11,595,771</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Health Care Equipment &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Supplies &#151; 0.8%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Biomet, Inc., Dollar Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.25% - 3.29%, 3/25/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>365</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>361,004</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>DJO Finance LLC (FKA ReAble</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Therapeutics Finance LLC), Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 3.26%, 5/20/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>802</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>784,040</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Fresenius SE:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche C-1 Dollar Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4.50%, 9/10/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>631</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>634,391</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche C-2 Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4.50%, 9/10/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>336</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>338,025</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,117,460</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Health Care Providers &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Services &#151; 5.8%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CHS/Community Health Systems, Inc.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delayed Draw Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.55%, 7/25/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>169</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>165,473</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan Facility, 2.55%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7/25/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,278</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,244,148</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>DaVita, Inc., Term Loan B, 4.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/20/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,700</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,704,250</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Gentiva Health Services, Inc., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan B, 6.75%, 8/12/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>475</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>478,167</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>HCA, Inc.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche A-1 Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.03%, 11/16/12</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,319</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,289,810</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NOVEMBER 30, 2010</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5</FONT></P>
<HR align=center SIZE=2 width="100%" noShade>
<DIV style="PAGE-BREAK-BEFORE: always"></DIV>

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<A name="page_7"></A><BR>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=4 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Schedule of Investments</FONT><FONT color=#000080 size=2 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(continued)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT><BR>
<FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Percentages shown are based on Net Assets)</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="45%"></TD>
     <TD width="10%"></TD>
     <TD width="21%"></TD>
     <TD width="22%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Health Care Providers &amp; Services</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>HCA, Inc. (concluded) :</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B-1 Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.78%, 11/18/13</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>636</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$</FONT> 622,522</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B-2 Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.78%, 3/31/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,166</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,150,019</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Harden Healthcare, LLC.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Add-on Term Loan, 7.75%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/02/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,268</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,242,150</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche A Term Loan, 8.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2/22/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>769</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>753,887</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>inVentiv Health, Inc. (FKA Ventive</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Health, Inc.), Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.50%, 7/31/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,439</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,451,446</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Renal Advantage Holdings, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B Term Loan, 6.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6/03/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,097</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,098,621</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Vanguard Health Holding Co. II,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>LLC (Vanguard Health Systems,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Inc.), Initial Term Loan, 5.00%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/29/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,587</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,591,937</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>15,792,430</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Health Care Technology &#151; 1.1%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>IMS Health, Inc., Tranche B Dollar</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 5.25%, 2/26/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,876</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,892,011</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>MedAssets, Inc., Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.25%, 11/15/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,200</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,205,250</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,097,261</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Hotels, Restaurants &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Leisure &#151; 8.4%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Blackstone UTP Capital LLC, Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.75%, 11/06/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,489</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,503,637</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Dunkin' Finance Corp., Term Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>B, 5.75%, 11/09/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,300</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,321,151</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Gateway Casinos &amp; Entertainment,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ltd., 6.50% - 7.50%, Term Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>B, 10/20/15</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CAD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,000</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,958,015</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Harrah's Operating Co., Inc.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B-1, 3.29%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/28/15</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>192</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>167,739</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B-3, 3.29%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/28/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5,577</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,866,456</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Penn National Gaming, Inc., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan B, 2.01% - 2.04%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/03/12</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,136</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,128,614</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>SW Acquisitions Co., Inc., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 5.75%, 6/01/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,332</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,344,989</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Six Flags Theme Parks, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B Term Loan (First</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Lien), 6.00%, 6/30/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,790</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,797,524</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Travelport LLC (FKA Travelport, Inc.):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delayed Draw Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.96%, 8/23/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>398</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>385,173</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Original Post-First Amendment</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>and Restatement Synthetic</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Letter of Credit Loan, 2.79%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8/23/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>223</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>215,566</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B Dollar Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.96%, 8/23/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>720</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>696,027</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Twin River, Senior Secured Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 8.50%, 11/05/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>990</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>977,683</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="42%"></TD>
     <TD width="13%"></TD>
     <TD width="15%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Hotels, Restaurants &amp; Leisure</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Universal City Development</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Partners Ltd., Term Loan, 5.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11/16/14</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,141</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 1,149,914</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>VML US Finance LLC (FKA Venetian</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Macau):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>New Project Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.04%, 5/27/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>758</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>757,991</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term B Delayed Draw Project</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 4.78%, 5/25/12</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>237</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>237,168</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term B Delayed Draw Project</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 4.80%, 5/25/12</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>705</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>705,107</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term B Funded Project Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4.78%, 5/27/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>411</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>410,599</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term B Funded Project Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4.80%, 5/27/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,229</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,228,877</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>22,852,230</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Household Durables &#151; 0.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Visant Corp. (FKA Jostens), Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan B, 7.00%, 12/20/16</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,300</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,310,562</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>IT Services &#151; 4.6%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Audio Visual Services Group, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B Term Loan (First</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Lien), 2.79%, 2/28/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>414</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>333,073</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ceridian Corp., US Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.25% - 3.27%, 11/09/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,247</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,174,145</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EVERTEC, Inc., Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.00%, 8/20/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>800</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>796,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>First Data Corp.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Initial Tranche B-1 Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.01%, 9/24/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,770</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,493,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Initial Tranche B-2 Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.00%, 9/24/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,273</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,945,217</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Initial Tranche B-3 Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.00%, 9/24/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>535</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>482,194</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>SunGard Data Systems, Inc. (Solar</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Capital Corp.), Incremental Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 6.75%, 2/28/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,585</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,587,093</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>TransUnion Corp., Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7.25% 6/15/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,743</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,771,242</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12,581,964</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Independent Power Producers &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Energy Traders &#151; 1.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Dynegy Holdings, Inc.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Letter of Credit Facility,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4.01%, 4/02/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>461</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>448,945</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B Term Loan, 4.01%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4/02/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>37</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>35,863</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Texas Competitive Electric Holdings Co.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>LLC (TXU):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Initial Tranche B-1 Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.75%, 10/10/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,526</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,178,378</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Initial Tranche B-3 Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.75% - 3.79%, 10/10/14</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,412</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,086,560</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,749,746</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Industrial Conglomerates &#151; 2.3%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Sequa Corp., Term Loan, 3.54% -</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.55%, 12/03/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,418</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,241,154</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6 BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NOVEMBER 30, 2010</FONT></P>
<HR align=center SIZE=2 width="100%" noShade>
<DIV style="PAGE-BREAK-BEFORE: always"></DIV>

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<A name="page_8"></A><BR>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=4 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Schedule of Investments</FONT><FONT color=#000080 size=2 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(continued)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT><BR>
<FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Percentages shown are based on Net Assets)</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="42%"></TD>
     <TD width="12%"></TD>
     <TD width="15%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Industrial Conglomerates (concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tomkins Plc, Term Loan B, 6.75%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>9/16/16</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,000</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 3,032,814</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6,273,968</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Internet &amp; Catalog Retail &#151; 0.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>FTD Group, Inc., Tranche B Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 6.75%, 8/26/14</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>573</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>573,861</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Marine &#151; 0.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Horizon Lines, LLC:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Revolving Loan, 3.26% -</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.29%, 8/08/12</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>346</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>307,531</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 3.54%, 8/08/12</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>282</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>269,014</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>576,545</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Media &#151; 16.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Affinion Group, Inc., Tranche B</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 5.00%, 10/09/16</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,493</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,481,929</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Atlantic Broadband Finance, LLC,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B, 5.00%, 11/12/15</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,000</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,003,750</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Cengage Learning Acquisitions, Inc.</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Thomson Learning):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 2.54%, 7/03/14</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,000</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,764,875</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche 1 Incremental Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 7.50%, 7/03/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>773</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>774,859</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Cequel Communications, LLC, New</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 2.25%, 11/05/13</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>526</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>520,082</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Charter Communications Operating,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>LLC:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B1, 7.25%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/06/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>900</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>933,491</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan C, 3.54% - 3.79%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>9/06/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,731</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,649,169</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Clarke American Corp., Term Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>B, 2.76% - 2.79%, 6/30/14 (d)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,241</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,101,154</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>FoxCo Acquisition Sub, LLC, Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 7.50%, 7/14/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>784</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>772,710</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Getty Images, Inc., Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.25%, 10/29/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,150</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,166,663</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>HMH Publishing Co., Ltd., Tranche</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>A Term Loan, 5.79%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6/12/14 (d)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,495</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,381,135</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Hanley-Wood, LLC, Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.56%, 3/10/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,459</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>644,768</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Intelsat Corp. (FKA PanAmSat Corp.):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B-2-A Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.79%, 1/03/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>330</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>323,228</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B-2-B Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.79%, 1/03/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>330</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>323,128</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B-2-C Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.79%, 1/03/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>330</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>323,128</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Intelsat Subsidiary Holding Co.</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ltd., Term Loan B, 2.79%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7/03/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,669</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,637,453</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Interactive Data Corp., Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.75%, 1/29/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,197</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,212,950</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Knology, Inc., Term Loan B, 5.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>9/27/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,250</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,253,516</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Lavena Holding 3 GmbH</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Prosiebensat.1 Media AG):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Facility B1, 3.52%, 6/30/15 EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>337</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>351,616</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Facility C1, 3.77%, 6/30/16</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>337</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>351,616</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="45%"></TD>
     <TD width="9%"></TD>
     <TD width="15%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Media (concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>MCNA Cable Holdings LLC</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(OneLink Communications),</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 7.00%, 3/01/13 (d)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,383</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 1,230,718</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Mediacom Illinois, LLC (FKA Mediacom</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Communications, LLC):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche D Term Loan, 5.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/31/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>449</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>444,378</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche E Term Loan, 4.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/23/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>973</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>950,680</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Newsday, LLC, Fixed Rate Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 10.50%, 8/01/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,500</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,650,000</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Nielsen Finance LLC:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Class A Dollar Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.25%, 8/09/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>56</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>55,011</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Class B Dollar Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4.00%, 5/01/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,092</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,070,469</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Sinclair Television Group, Inc., New</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B Term Loan, 5.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/29/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,023</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,035,511</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Springer Science+Business Media</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>SA, Facility A1, 6.75%, 7/01/16 EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,000</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,579,862</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Sunshine Acquisition Ltd. (FKA HIT</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Entertainment), Term Facility,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.68%, 6/01/12</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>952</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>921,094</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>TWCC Holdings Corp.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Replacement Term Loans,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.00%, 9/14/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,012</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,020,878</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>UPC Financing Partnership, Facility</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>U, 4.85%, 12/31/17</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,850</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,247,544</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Univision Communications, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Exit Term Loan, 4.51%, 3/31/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,385</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,289,961</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Virgin Media Investment Holdings</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ltd., Facility B, 4.78%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/31/15</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>GBP</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,350</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,076,615</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Yell Group Plc/Yell Finance (UK)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Ltd., Facility A3, 2.76%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8/09/11</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>844</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>818,438</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>43,362,379</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Multi-Utilities &#151; 0.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>FirstLight Power Resources, Inc. (FKA</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NE Energy, Inc.):</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Synthetic Letter of Credit,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>0.16%, 11/01/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7,889</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term B Advance (First Lien),</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.81%, 11/01/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>447</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>429,253</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>437,142</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Multiline Retail &#151; 1.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Dollar General Corp., Tranche B-2</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 3.01%, 7/07/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>616</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>612,759</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Hema Holding BV:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Facility B, 2.85%, 7/06/15</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>406</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>504,534</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Facility C, 3.60%, 7/05/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>406</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>504,533</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>The Neiman Marcus Group, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B, 4.29%, 4/06/16</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,017</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>996,345</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,618,171</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Oil, Gas &amp; Consumable</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Fuels &#151; 1.1%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Big West Oil, LLC, Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12.00%, 7/23/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>495</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>504,069</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NOVEMBER 30, 2010</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7</FONT></P>
<HR align=center SIZE=2 width="100%" noShade>
<DIV style="PAGE-BREAK-BEFORE: always"></DIV>

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<A name="page_9"></A><BR>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=4 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Schedule of Investments</FONT><FONT color=#000080 size=2 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(continued)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT><BR>
<FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Percentages shown are based on Net Assets)</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="42%"></TD>
     <TD width="13%"></TD>
     <TD width="14%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 1px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Oil, Gas &amp; Consumable Fuels (concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Obsidian Natural Gas Trust, Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 7.00%, 11/30/15</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,468</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 2,517,360</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,021,429</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Paper &amp; Forest Products &#151; 1.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Georgia-Pacific LLC, Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.29%, 12/23/12</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,131</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,128,851</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Verso Paper Finance Holdings LLC,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 6.54% - 7.29%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2/01/13 (d)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,156</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,724,909</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,853,760</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Personal Products &#151; 0.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NBTY, Inc., Term Loan B, 6.25%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>9/20/17</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,300</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,314,616</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Pharmaceuticals &#151; 0.8%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Warner Chilcott Co., LLC, Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan A, 6.00%, 10/30/14</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>714</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>713,517</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Warner Chilcott Corp.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Additional Term Loan, 6.25%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4/30/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>426</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>428,468</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B-1, 6.25%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4/30/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>203</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>204,528</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B-2, 6.25%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4/30/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>339</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>340,510</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B-3, 6.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2/20/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>367</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>370,008</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B-4, 6.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2/20/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>118</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>119,164</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,176,195</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Professional Services &#151; 1.4%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Booz Allen Hamilton, Inc., Tranche</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>C Term Loan, 6.00%, 7/31/15</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,233</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,238,150</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Fifth Third Processing Solutions,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>LLC, Term Loan B, 5.50%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/21/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,500</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,504,875</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,743,025</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Real Estate Investment Trusts</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(REITs) &#151; 0.1%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>iStar Financial, Inc., Term Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Second Lien), 1.77%, 6/28/11</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>225</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>215,312</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Real Estate Management &amp;</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Development &#151; 2.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Mattamy Funding Partnership,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan, 2.56%, 4/11/13</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>408</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>383,393</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Realogy Corp.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delayed Draw Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3.25% - 3.29%, 10/10/13</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,407</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,210,123</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Initial Term Loan B, 3.29%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10/10/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,836</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,603,686</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Synthetic Letter of Credit,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>0.10% - 0.11%, 10/10/13</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>123</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>112,720</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5,309,922</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Semiconductors &amp; Semiconductor</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Equipment &#151; 0.6%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Freescale Semiconductor, Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Extended Maturity Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4.50%, 12/01/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>568</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>534,076</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="45%"></TD>
     <TD width="7%"></TD>
     <TD width="17%"></TD>
     <TD width="28%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="TEXT-INDENT: 4px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Par</FONT>&nbsp;</TD>
     <TD align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate Loan Interests (b)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 6px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Semiconductors &amp; Semiconductor</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Equipment (concluded)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Microsemi Corp., Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.44%, 10/25/17</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,100</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 1,109,166</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,643,242</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Software &#151; 0.7%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Telcordia Technologies, Inc., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan, 6.75%, 4/30/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,294</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,300,372</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Vertafore, Inc., Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.75%, 7/28/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>668</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>669,495</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,969,867</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Specialty Retail &#151; 2.8%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Burlington Coat Factory</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Warehouse Corp., Term Loan,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.51% - 2.52%, 5/28/13</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>493</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>479,066</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Gymboree Corp., Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.5%, 11/09/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,200</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,204,715</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Matalan Finance Plc, Term Facility,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5.63%, 3/24/16</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>GBP</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>480</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>744,563</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Michaels Stores, Inc.:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B-1, 2.56% -</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.63%, 10/31/13</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>845</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>814,246</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Term Loan B-2, 4.81%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 4px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7/31/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>534</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>529,116</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Petco Animal Supplies, Inc., Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan B, 6.00%, 8/18/17</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,300</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,304,025</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Toys 'R' US, Inc., Term Loan B,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6.00%, 8/17/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,641</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,650,557</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>7,726,288</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Textiles, Apparel &amp; Luxury</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Goods &#151; 0.5%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Philips Van Huesen Corp., US</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Tranche B Term Loan, 4.75%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>5/06/16</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,322</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,336,164</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Wireless Telecommunication</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Services &#151; 2.2%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Digicel International Finance Ltd.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>US Term Loan (Non-Rollover),</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2.81%, 3/30/12</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,430</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,327,326</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>MetroPCS Wireless, Inc., Tranche</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>B-2 Term Loan, 3.81%,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11/03/16</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>989</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>986,850</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Vodafone Americas Finance 2 Inc.,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Initial Loan, 6.88%, 7/30/15</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,750</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,776,250</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>6,090,426</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total Floating Rate Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Interests &#150; 99.0%</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>268,927,245</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Beneficial</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Interest</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Other Interests (h)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Auto Components &#151; 1.3%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Delphi Debtor-in-Possession</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Holding Co. LLP, Class B</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Membership Interests</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;(i)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,639,568</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>8 BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NOVEMBER 30, 2010</FONT></P>
<HR align=center SIZE=2 width="100%" noShade>
<DIV style="PAGE-BREAK-BEFORE: always"></DIV>

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<A name="page_10"></A><BR>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=4 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Schedule of Investments</FONT><FONT color=#000080 size=2 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(continued)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Percentages shown are based on Net Assets)</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="41%"></TD>
     <TD width="11%"></TD>
     <TD width="17%"></TD>
     <TD width="29%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Beneficial</FONT>&nbsp;</TD>
     <TD align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Interest</FONT>&nbsp;</TD>
     <TD align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(000)</FONT>&nbsp;</TD>
     <TD align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Other Interests (h)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 8px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Value</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Diversified Financial</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Services &#151; 0.3%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>J.G. Wentworth LLC Preferred</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Equity Interests (j)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;(i)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 684,050</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total Other Interests &#150; 1.6%</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,323,618</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Warrants (k)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Shares</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Software &#151; 0.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>HMH Holdings/EduMedia (Expires</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3/09/17)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11,690</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total Warrants &#150; 0.0%</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total Long-Term Investments</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 3px double" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Cost &#150; $348,910,663) &#150; 126.6%</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>343,693,516</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Short-Term Securities</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Liquidity Funds,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>TempFund, Institutional Class,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>0.18%, 12/31/99 (l)(m)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,137,168</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,137,168</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total Short-Term Securities</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Cost &#150; $4,137,168) &#150; 1.5%</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,137,168</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Options Purchased</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Contracts</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Over-the-Counter Call</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Options &#151; 0.0%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Marsico Parent Superholdco LLC,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Strike Price USD 942.86, Expires</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/01/19, Broker Goldman Sachs</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Bank USA</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>20</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total Options Purchased</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Cost &#150; $19,556) &#150; 0.0%</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total Investments</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Cost &#150; $353,067,386*) &#150; 128.1%</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>347,830,684</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Liabilities in Excess of Other Assets &#150; (28.1)%</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(76,197,733)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Net Assets &#150; 100.0%</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 271,632,951</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>* The cost and unrealized appreciation (depreciation) of investments as of</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>November 30, 2010, as computed for federal income tax purposes were</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>as follows:</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="54%"></TD>
     <TD width="45%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Aggregate cost</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 351,815,842</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Gross unrealized appreciation</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 9,828,807</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Gross unrealized depreciation</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(13,813,965)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Net unrealized depreciation</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ (3,985,158)</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(a) Security exempt from registration under Rule 144A of the Securities Act</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>of 1933. These securities may be resold in transactions exempt from</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>registration to qualified institutional investors.</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(b) Variable rate security. Rate shown is as of report date.</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(c) Non-income producing security.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(d) Represents a payment-in-kind security which may pay interest/dividends</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>in additional par/shares.</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(e) Convertible security.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(f) Issuer filed for bankruptcy and/or is in default of interest payments.</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(g) Represents a zero-coupon bond. Rate shown reflects the current yield as</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>of report date.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(h) Other interests represent beneficial interest in liquidation trusts and</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>other reorganization entities and are non-income producing.</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(i) Amount is less than $1,000.</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(j) The investment is held by a wholly owned taxable subsidiary of the Fund.</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(k) Warrants entitle the Fund to purchase a predetermined number of</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>shares of common stock and are non-income producing. The purchase</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>price and number of shares are subject to adjustment under certain</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>conditions until the expiration date, if any.</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(l) Investments in companies considered to be an affiliate of the Fund</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>during the period, for purposes of Section 2(a)(3) of the Investment</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Company Act of 1940, as amended, were as follows:</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 393px; HEIGHT: 269px" border=0 cellSpacing=0>
<TR>
     <TD width="22%"></TD>
     <TD width="21%"></TD>
     <TD width="20%"></TD>
     <TD width="22%"></TD>
     <TD width="12%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Shares</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Shares</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Held at</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Held at</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>August 31,</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Net</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>November 30,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Affiliate</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2010</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Activity</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2010</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Income</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Liquidity</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Funds,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>TempFund,</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Institutional</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Class</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>788,199</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,348,969</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,137,168</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 1,928</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(m)Represents the current yield as of report date.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#149; For Fund compliance purposes, the Fund&#146;s industry classifications refer</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>to any one or more of the industry sub-classifications used by one or</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>more widely recognized market indexes or rating group indexes, and/or</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>as defined by Fund management. This definition may not apply for</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>purposes of this report, which may combine such industry sub-</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>classifications for reporting ease.</FONT><BR>
<BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#149; Foreign currency exchange contracts as of November 30, 2010 were as</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>follows:</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="6%"></TD>
     <TD width="23%"></TD>
     <TD width="18%"></TD>
     <TD width="13%"></TD>
     <TD width="15%"></TD>
     <TD width="3%"></TD>
     <TD width="18%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Unrealized</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Currency</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Currency</FONT>&nbsp;</TD>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Counter- Settlement</FONT>&nbsp;</TD>
     <TD colSpan=2 align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Appreciation</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Purchased</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Sold</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>party</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Date</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" colSpan=2 align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(Depreciation)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Citibank</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>CAD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,980,000 USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,940,533</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NA</FONT>&nbsp;</TD>
     <TD colSpan=2 align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>12/02/10&nbsp;</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$</FONT> (11,818)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Citibank</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,248,667 CAD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,292,500</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NA</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/19/11</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>17,762</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Citibank</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>GBP</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>28,000 USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>44,186</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NA</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/19/11</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(649)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Citibank</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,257,800 GBP</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2,680,500</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NA</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/19/11</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>89,838</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Citibank</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>665,000 USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>894,962</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NA</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/28/11</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(31,950)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Citibank</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,138,101 EUR</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>840,000</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NA</FONT>&nbsp;</TD>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/28/11</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>47,980</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Deutsche</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>USD</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>14,539,901 EUR</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" colSpan=2 align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10,619,500&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank AG&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1/28/11</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>758,305</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" colSpan=2 align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 869,468</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NOVEMBER 30, 2010</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>9</FONT></P>
<HR align=center SIZE=2 width="100%" noShade>
<DIV style="PAGE-BREAK-BEFORE: always"></DIV>

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<A name="page_11"></A><BR>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=4 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Schedule of Investments </FONT><FONT color=#000080 size=2 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(continued)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#149;Fair Value Measurements - Various inputs are used in determining the fair</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>value of investments and derivatives, which are as follows:</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#149;Level 1 &#151; price quotations in active markets/exchanges for identical assets</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>and liabilities</FONT><BR>
<BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#149;Level 2 &#151; other observable inputs (including, but not limited to: quoted</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>prices for similar assets or liabilities in markets that are active, quoted</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>prices for identical or similar assets or liabilities in markets that are not</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>active, inputs other than quoted prices that are observable for the assets or</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>liabilities (such as interest rates, yield curves, volatilities, prepayment</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>speeds, loss severities, credit risks and default rates) or other market-</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>corroborated inputs)</FONT><BR>
<BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#149;Level 3 &#151; unobservable inputs based on the best information available in</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>the circumstances, to the extent observable inputs are not available</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(including the Fund's own assumptions used in determining the fair value of</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>investments and derivatives)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>The inputs or methodologies used for valuing securities are not necessarily an</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>indication of the risk associated with investing in those securities. For</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>information about the Fund's policy regarding valuation of investments and</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>derivatives and other significant accounting policies, please refer to the Fund&#146;s</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>most recent financial statements as contained in its annual report.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>The following tables summarize the inputs used as of November 30, 2010 in determining the fair</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>valuation of the Fund's investments and derivatives:</FONT></P>
<DIV align=left>
<TABLE style="WIDTH: 744px; HEIGHT: 716px" border=0 cellSpacing=0>
<TR>
     <TD width="23%"></TD>
     <TD width="23%"></TD>
     <TD width="13%"></TD>
     <TD width="18%"></TD>
     <TD width="12%"></TD>
     <TD width="8%"></TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Valuation Inputs</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Level 1</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Level 2</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Level 3</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Assets:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Investments in Securities:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Long-Term Investments:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Asset-Backed</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Securities</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>---</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>--</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 4,309,620</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$</FONT> 4,309,620</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Common</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Stocks</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 852,633</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$</FONT> 375,468</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>478,484</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,706,585</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Corporate Bonds</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>63,106,280</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,320,168</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>64,426,448</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan Interests</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>213,233,566</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>55,693,679</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>268,927,245</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Other Interests</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3,639,568</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>684,050</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,323,618</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Short-Term</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Securities</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,137,168</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>&#151;</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>4,137,168</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Liabilities:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Unfunded Loan</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT color=#231f20 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Commitments</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>---</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>---</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(10,419)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(10,419)</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 4,989,801</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$</FONT> 280,354,882</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 62,475,582</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 3px double" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$</FONT> 347,820,265</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" colSpan=6 align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Derivative Financial Instruments</FONT><SUP><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1</FONT></SUP></TD></TR>
<TR>
     <TD colSpan=6>
<HR SIZE=1 noShade>
</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Valuation Inputs</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center></TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Level&nbsp;1</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Level&nbsp;2</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 12px" colSpan=2 align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Level 3</FONT>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total</FONT>&nbsp;&nbsp;&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Assets:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Foreign currency</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>exchange contracts</FONT>&nbsp;</TD>
     <TD align=right>&nbsp;</TD>
     <TD colSpan=2 align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>---</FONT>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $ 913,885</FONT>&nbsp;</TD>
     <TD style="TEXT-INDENT: 2px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>--&nbsp;</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$</FONT> 913,885</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Liabilities:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center>&nbsp;</TD>
     <TD align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Foreign currency</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center>&nbsp;</TD>
     <TD align=center>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>exchange contracts</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right></TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" colSpan=2 align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>---</FONT>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44,417)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>--</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(44,417)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right></TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" colSpan=2 align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>---</FONT>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$ 869,468</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 2px" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>--&nbsp;</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$</FONT> 869,468</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1 </FONT><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Derivative financial instruments are foreign currency exchange contracts. Foreign currency exchange</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>contracts are shown at the unrealized appreciation/depreciation on the instrument.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NOVEMBER 30, 2010</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>10</FONT></P>
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<P style="TEXT-ALIGN: left"><FONT color=#000080 size=4 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Schedule of Investments</FONT><FONT color=#000080 size=2 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(concluded)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT color=#000080 size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="22%"></TD>
     <TD width="13%"></TD>
     <TD width="14%"></TD>
     <TD width="18%"></TD>
     <TD width="20%"></TD>
     <TD width="11%"></TD></TR>
<TR vAlign=bottom>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Asset-Backed</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Floating Rate</FONT>&nbsp;</TD>
     <TD align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Other</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Securities</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Common Stocks</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Corporate Bonds</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan Interests</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Interests</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Assets/Liabilities:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Balance, as of</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>August 31, 2010</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 472,121</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 1,318,391</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 39,854,006</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 684,050</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Accrued</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>discounts/premiums</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>15,610</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>106,909</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Net realized gain (loss)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>90,035</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Net change in unrealized</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>appreciation/depreciation</FONT><SUP><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2</FONT></SUP>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>549,541</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(13,833)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>440,870</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Purchases</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>272,007</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Sales</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(543,178)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(10,622,117)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Transfers in</FONT><SUP><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3</FONT></SUP>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 4,309,620</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>25,551,969</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Transfers out</FONT><SUP><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3</FONT></SUP>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Balance, as of</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>November 30, 2010</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 4,309,620</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 478,484</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 1,320,168</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 55,693,679</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 684,050</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><SUP><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2</FONT></SUP><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>The change in the unrealized appreciation/depreciation on the securities still held on November 30, 2010 was $ 1,023,344.</FONT><BR>
<SUP><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3</FONT></SUP><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>The Fund&#146;s policy is to recognize transfers in and transfers out as of the end of the period of the event or the change in circumstances that</FONT><BR>
<FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>caused the transfer.</FONT></P>
<DIV align=left>
<TABLE border=0 cellSpacing=0>
<TR>
     <TD width="36%"></TD>
     <TD width="29%"></TD>
     <TD width="33%"></TD></TR>
<TR vAlign=bottom>
     <TD colSpan=3 align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Unfunded</FONT></TD></TR>
<TR vAlign=bottom>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=left>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Loan Commitments</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=center><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Total</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Assets/Liabilities:</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Balance, as of</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>August 31, 2010</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ (69,105)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 42,259,463</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Accrued</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>discounts/premiums</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>122,519</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Net realized gain (loss)</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>90,035</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Net change in unrealized</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 2px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>appreciation/depreciation</FONT><SUP><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>2</FONT></SUP>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>58,686</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>1,035,264</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Purchases</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>272,007</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Sales</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>(11,165,295)</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Transfers in</FONT><SUP><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3</FONT></SUP>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>29,861,589</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Transfers out</FONT><SUP><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>3</FONT></SUP>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>-</FONT>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>Balance, as of</FONT>&nbsp;</TD>
     <TD align=left>&nbsp;</TD>
     <TD align=left>&nbsp;</TD></TR>
<TR vAlign=bottom>
     <TD style="TEXT-INDENT: 1px" align=left><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>November 30, 2010</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ (10,419)</FONT>&nbsp;</TD>
     <TD style="BORDER-BOTTOM: #000000 1px solid" align=right><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>$ 62,475,582</FONT>&nbsp;</TD></TR></TABLE></DIV>
<P style="MARGIN: 0px">&nbsp;</P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>NOVEMBER 30, 2010</FONT></P>
<P style="TEXT-ALIGN: left"><FONT size=1 face=FranklinGothic-Book,Arial,Helvetica,sans-serif>11</FONT></P>
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<P style="text-align: left;">
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Item 2 &#150; Controls and Procedures</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">2(a) &#150; The registrant's principal executive and principal financial officers or persons performing</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">similar functions have concluded that the registrant's disclosure controls and procedures (as</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">31940 Act3)) areeffective as of a date within 90 days of the filing of this report based on the</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">2(b) &#150; There were no changes in the registrant's internal control over financial reporting (as defined</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">in Rule 30a-3(d) under the 1940 Act) that occurred during the registrant's last fiscal quarter</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">that have materially affected, or are reasonably likely to materially affect, the registrant's</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">internal control over financial reporting.</FONT></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">the undersigned, thereunto duly authorized.</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">By: </FONT><U><FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">/s/ Anne F. Ackerley</FONT></U><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Anne F. Ackerley</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></P>
<P style="text-align: left;">
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date: January 26, 2011</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Company Act of 1940, this report has been signed below by the following persons on behalf</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">of the registrant and in the capacities and on the dates indicated.</FONT></P>
<P style="text-align: left;">
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">By: </FONT><U><FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">/s/ Anne F. Ackerley</FONT></U><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Anne F. Ackerley</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></P>
<P style="text-align: left;">
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date: January 26, 2011</FONT></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date: January 26, 2011</FONT></P>

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<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">I, Anne F. Ackerley, 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></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date: January 26, 2011</FONT><BR>
<BR>
<U><FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">/s/ Anne F. Ackerley</FONT></U><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Anne F. Ackerley</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></P>

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<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<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></P>
<P style="text-align: left;">
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date: January 26, 2011</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></P>

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