<SEC-DOCUMENT>0000891092-12-004175.txt : 20120727
<SEC-HEADER>0000891092-12-004175.hdr.sgml : 20120727
<ACCEPTANCE-DATETIME>20120727140605
ACCESSION NUMBER:		0000891092-12-004175
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20120531
FILED AS OF DATE:		20120727
DATE AS OF CHANGE:		20120727
EFFECTIVENESS DATE:		20120727

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:		12989985

	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>e49225nq.htm
<DESCRIPTION>QUARTERLY REPORT
<TEXT>
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   <TITLE></TITLE>
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<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center; text-indent: 0in"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-weight: normal; vertical-align: baseline">UNITED
STATES</FONT></P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center; text-indent: 0.5in"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-weight: normal; vertical-align: baseline">SECURITIES
AND EXCHANGE COMMISSION </FONT></P>

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

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

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

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

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

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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">Investment
Company Act file number 811-21413</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt 0.5in; text-indent: -0.5in"><FONT STYLE="font-family: Times New Roman, Times, Serif">Name
of Fund: BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt 0.5in; text-indent: -0.5in"><FONT STYLE="font-family: Times New Roman, Times, Serif">Fund
Address: 100 Bellevue Parkway, Wilmington, DE 19809</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt 0.5in; text-indent: -0.5in"><FONT STYLE="font-family: Times New Roman, Times, Serif">Name
and address of agent for service: John M. Perlowski, Chief Executive Officer, BlackRock Floating Rate Income Strategies Fund,
Inc., 55 East 52<SUP>nd</SUP> Street, New York, NY 10055</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt 0.5in; text-indent: -0.5in"><FONT STYLE="font-family: Times New Roman, Times, Serif">Registrant&rsquo;s
telephone number, including area code: (800) 882-0052, Option 4</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt 0.5in; text-indent: -0.5in"><FONT STYLE="font-family: Times New Roman, Times, Serif">Date
of fiscal year end: 08/31/2012</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 6pt 0.5in; text-indent: -0.5in"><FONT STYLE="font-family: Times New Roman, Times, Serif">Date
of reporting period: 05/31/2012</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">Item
1 &ndash; Schedule of Investments
</FONT></P>

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<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%"><DIV align=left><TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial"> <TR vAlign=bottom><TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 11.5pt; color: rgb(57,76,135); width: 50%"><FONT STYLE="font-size: 11pt; color: #000080">Consolidated
                                                                                                                                                                                                 Schedule
                                                                                                                                                                                                 of
                                                                                                                                                                                                 Investments
                                                                                                                                                                                                 </FONT><FONT STYLE="font-size: 9pt; color: #000080">May
                                                                                                                                                                                                 31,
                                                                                                                                                                                                 2012
                                                                                                                                                                                                 (Unaudited)
                                                                                                                                                                                                 </FONT></TD>
   <TD STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif; width: 49%"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock
   Floating Rate Income Strategies Fund, Inc. (FRA)<BR>
   (Percentages shown are based on Net Assets)</B></FONT></TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 441.36pt; text-align: left; font-weight: bold"></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Asset-Backed Securities</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">American Airlines Pass-Through</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.19pt; text-align: left">Trust, Series 2011-2, Class A,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left; width: 56%">8.63%, 4/15/23</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9; width: 14%">268</TD>

   <TD STYLE="width: 4%; text-align: left; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right">281,245</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Fraser Sullivan CLO Ltd., Series</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">2012-7A, Class C, 4.47%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">4/20/23 (a)(b)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">470</TD>

   <TD COLSPAN="2" STYLE="text-align: right">417,595</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Gannett Peak CLO Ltd., Series</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">2006-1X, Class A2, 0.83%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">10/27/20 (b)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">575</TD>

   <TD COLSPAN="2" STYLE="text-align: right">468,625</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Goldentree Loan Opportunities VI</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.19pt; text-align: left">Ltd., Series 2012-6A, Class D,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">4.61%, 4/17/22 (a)(b)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">775</TD>

   <TD COLSPAN="2" STYLE="text-align: right">716,642</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Goldman Sachs Asset</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.19pt; text-align: left">Management CLO Plc, Series</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">2007-1A, Class B, 0.92%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">8/01/22 (a)(b)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,255</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,029,100</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">LCM LP, Series 11A, Class D2,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">4.28%, 4/19/22 (a)(b)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">800</TD>

   <TD COLSPAN="2" STYLE="text-align: right">713,600</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">MAPS CLO Fund LLC, Series 2005-1A,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.19pt; text-align: left">Class C, 1.42%, 12/21/17 (a)(b)</TD>

   <TD STYLE="text-align: right; padding-right: 9">575</TD>

   <TD COLSPAN="2" STYLE="text-align: right">543,030</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Race Point CLO, Series 2012-6A,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.19pt; text-align: left">Class D, 4.97%, 5/24/23 (a)(b)</TD>

   <TD STYLE="text-align: right; padding-right: 9">550</TD>

   <TD COLSPAN="2" STYLE="text-align: right">514,910</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Symphony CLO Ltd., Series 2012-9A,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">Class D, 4.62%, 4/16/22 (a)(b)</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">625</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">579,813</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 2px solid; text-align: left; font-weight: bold">Total Asset-Backed Securities &#8211; 1.9%</TD>

   <TD STYLE="border-bottom: #000000 2px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 2px solid; text-align: right">5,264,560</TD></TR>

<TR> <TD COLSPAN="5" STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD></TR>
<TR vAlign=bottom>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Shares</b></TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Common Stocks (c)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Auto Components &#8212; 0.8%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">Delphi Automotive Plc</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">69,876</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,028,503</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Chemicals &#8212; 0.0%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">GEO Specialty Chemicals, Inc.</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">13,117</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">6,034</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Electrical Equipment &#8212; 0.0%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">Medis Technologies Ltd.</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">71,654</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">265</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Paper &amp; Forest Products &#8212; 0.1%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Ainsworth Lumber Co. Ltd.</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">133,089</TD>

   <TD COLSPAN="2" STYLE="text-align: right">157,204</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Ainsworth Lumber Co. Ltd. (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">152,951</TD>

   <TD COLSPAN="2" STYLE="text-align: right">180,666</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Western Forest Products, Inc.</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">84,448</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">67,863</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">405,733</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Software &#8212; 0.0%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">HMH Holdings/EduMedia</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">92,606</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">926</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: Black 2px solid; text-align: left; font-weight: bold">Total Common Stocks &#8211; 0.9%</TD>

   <TD STYLE="border-bottom: Black 2px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: Black 2px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: Black 2px solid; text-align: right">2,441,461</TD></TR>                                                                                                <TR STYLE="vertical-align: bottom">
   <TD STYLE="text-align: left; font-weight: bold">&nbsp;</TD>
   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>
   <TD COLSPAN="2" STYLE="text-align: right">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
   <TD STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD>
   <TD STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD>
   <TD STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD>
   <TD COLSPAN="2" STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD></TR>
</TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Corporate Bonds</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Airlines &#8212; 0.0%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Delta Air Lines, Inc., Series 2009-</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.2pt; text-align: left; width: 56%">1, Class B, 9.75%, 6/17/18</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 0pt; text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 9.47pt; text-align: right; padding-right: 9; width: 14%">111</TD>

   <TD STYLE="width: 4%; text-align: left; border-bottom: #000000 1px solid; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right; border-bottom: #000000 1px solid">118,433</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Auto Components &#8212; 0.9%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Icahn Enterprises LP:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">7.75%, 1/15/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,535</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,611,750</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">8.00%, 1/15/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">680</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">719,950</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,331,700</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Chemicals &#8212; 1.2%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">GEO Specialty Chemicals, Inc.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">7.50%, 3/31/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">857</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,019,815</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">10.00%, 3/31/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">987</TD>

   <TD COLSPAN="2" STYLE="text-align: right">987,390</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Hexion US Finance Corp., 6.63%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4/15/20 (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">530</TD>

   <TD COLSPAN="2" STYLE="text-align: right">536,625</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Ineos Finance Plc (a):</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">8.38%, 2/15/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">230</TD>

   <TD COLSPAN="2" STYLE="text-align: right">236,325</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">7.50%, 5/01/20</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">355</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">351,450</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">3,131,605</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Commercial Services &amp; Supplies &#8212; 0.3%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">ARAMARK Corp., 3.97%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">2/01/15 (b)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">135</TD>

   <TD COLSPAN="2" STYLE="text-align: right">134,325</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">AWAS Aviation Capital Ltd., 7.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">10/17/16 (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">663</TD>

   <TD COLSPAN="2" STYLE="text-align: right">684,077</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Brickman Group Holdings, Inc.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">9.13%, 11/01/18 (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">26</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">24,960</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">843,362</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Consumer Finance &#8212; 0.3%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Inmarsat Finance Plc, 7.38%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.2pt; text-align: left">12/01/17 (a)</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">775</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">825,375</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Containers &amp; Packaging &#8212; 0.1%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">OI European Group BV, 6.88%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.2pt; text-align: left">3/31/17</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 0pt; text-align: center; vertical-align: bottom">EUR</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">143</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">182,566</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Diversified Financial Services &#8212; 0.8%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Ally Financial, Inc., 2.69%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">12/01/14 (b)</TD>

   <TD STYLE="text-indent: 0pt; text-align: center; vertical-align: bottom">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,120</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,072,891</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Reynolds Group Issuer, Inc.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">7.75%, 10/15/16 (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">EUR</TD>

   <TD STYLE="text-align: right; padding-right: 9">400</TD>

   <TD COLSPAN="2" STYLE="text-align: right">508,202</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">7.75%, 10/15/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">72</TD>

   <TD COLSPAN="2" STYLE="text-align: right">91,476</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">6.88%, 2/15/21 (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9">530</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">537,950</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,210,519</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Diversified Telecommunication Services &#8212; 0.2%</FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">ITC Deltacom, Inc., 10.50%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.2pt; text-align: left">4/01/16</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">430</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">452,575</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Health Care Equipment &amp; Supplies &#8212; 0.2%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">DJO Finance LLC:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">10.88%, 11/15/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">263</TD>

   <TD COLSPAN="2" STYLE="text-align: right">267,602</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">7.75%, 4/15/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">210</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">169,575</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">437,177</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Health Care Providers &amp; Services &#8212; 0.5%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">HCA, Inc., 6.50%, 2/15/20</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">865</TD>

   <TD COLSPAN="2" STYLE="text-align: right">913,656</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<P style="TEXT-ALIGN: left"> </P></DIV>
<!-- Field: Page; Sequence: 2; Options: NewSection; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 12pt; padding-bottom: 6pt; border-top: Black 1px solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2012</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->1<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>
<TR vAlign=bottom>
   <TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 12pt; color: rgb(57,76,135)"><FONT STYLE="font-size: 12pt; color: #000080">Consolidated Schedule of Investments </FONT><FONT STYLE="font-size: 9pt; color: #000080">(continued)</FONT></TD>
   <TD NOWRAP STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock Floating Rate Income Strategies Fund,
   Inc. (FRA)<BR>
   (Percentages shown are based on Net Assets)</B></FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Corporate Bonds</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Health Care Providers &amp; Services (concluded)</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Tenet Healthcare Corp., 8.88%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left; width: 56%">7/01/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9; width: 14%">380</TD>

   <TD STYLE="width: 4%; text-align: left; border-bottom: #000000 1px solid; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right; border-bottom: #000000 1px solid">422,750</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,336,406</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Health Care Technology &#8212; 0.8%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">IMS Health, Inc., 12.50%, 3/01/18 (a)</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">1,860</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,176,200</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Hotels, Restaurants &amp; Leisure &#8212; 0.1%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Little Traverse Bay Bands of Odawa</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">Indians, 9.00%, 8/31/20 (a)</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">373</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">339,430</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Household Durables &#8212; 0.3%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Beazer Homes USA, Inc., 12.00%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">10/15/17</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">880</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">948,200</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Independent Power Producers &amp; Energy Traders &#8212; 1.9%</FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Calpine Corp., 7.25%, 10/15/17 (a)</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,180</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,244,900</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Energy Future Holdings Corp.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">10.00%, 1/15/20</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">725</TD>

   <TD COLSPAN="2" STYLE="text-align: right">770,313</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Energy Future Intermediate</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Holding Co. LLC, 10.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">12/01/20</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,875</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">3,097,812</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">5,113,025</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Industrial Conglomerates &#8212; 0.6%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">Sequa Corp., 13.50%, 12/01/15 (a)</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">1,557</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,652,723</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Machinery &#8212; 0.1%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">UR Financing Escrow Corp., 5.75%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">7/15/18 (a)</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">175</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">178,062</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Media &#8212; 2.1%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">AMC Networks, Inc., 7.75%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">7/15/21 (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">225</TD>

   <TD COLSPAN="2" STYLE="text-align: right">249,750</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Checkout Holding Corp., 10.67%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">11/15/15 (a)(d)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">665</TD>

   <TD COLSPAN="2" STYLE="text-align: right">259,350</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Clear Channel Worldwide Holdings, Inc.:</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">9.25%, 12/15/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">401</TD>

   <TD COLSPAN="2" STYLE="text-align: right">429,070</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Series B, 9.25%, 12/15/17</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,834</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,971,550</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">NAI Entertainment Holdings LLC,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">8.25%, 12/15/17 (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">615</TD>

   <TD COLSPAN="2" STYLE="text-align: right">670,350</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Unitymedia Hessen GmbH &amp; Co.</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">KG, 8.13%, 12/01/17 (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,000</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,110,000</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">5,690,070</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Oil, Gas &amp; Consumable Fuels &#8212; 0.2%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Coffeyville Resources LLC, 9.00%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">4/01/15 (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">275</TD>

   <TD COLSPAN="2" STYLE="text-align: right">292,875</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Everest Acquisition LLC/Everest</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.19pt; text-align: left">Acquisition Finance, Inc., 6.88%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5/01/19 (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">360</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">369,000</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">661,875</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Paper &amp; Forest Products &#8212; 0.3%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Ainsworth Lumber Co. Ltd.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">11.00%, 7/29/15 (a)(e)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">562</TD>

   <TD COLSPAN="2" STYLE="text-align: right">454,911</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Corporate Bonds</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Paper &amp; Forest Products (concluded)</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Longview Fibre Paper &amp; Packaging,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left; width: 56%">Inc., 8.00%, 6/01/16 (a)</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9; width: 14%">340</TD>

   <TD STYLE="width: 4%; text-align: left; border-bottom: #000000 1px solid; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right; border-bottom: #000000 1px solid">337,450</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">792,361</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Pharmaceuticals &#8212; 0.1%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Valeant Pharmaceuticals International,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.2pt; text-align: left">6.50%, 7/15/16 (a)</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">395</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">402,900</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Real Estate Management &amp; Development &#8212; 0.1%</FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">Realogy Corp., 7.63%, 1/15/20 (a)</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">365</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">375,037</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Wireless Telecommunication Services &#8212; 2.2%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Cricket Communications, Inc.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">7.75%, 5/15/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,700</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,793,500</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Digicel Group Ltd. (a):</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">9.13%, 1/15/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">278</TD>

   <TD COLSPAN="2" STYLE="text-align: right">273,830</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">8.25%, 9/01/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">315</TD>

   <TD COLSPAN="2" STYLE="text-align: right">316,575</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">iPCS, Inc., 2.59%, 5/01/13 (b)</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,500</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,470,000</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Sprint Nextel Corp. (a):</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">9.00%, 11/15/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">750</TD>

   <TD COLSPAN="2" STYLE="text-align: right">811,875</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">7.00%, 3/01/20</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,195</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,203,962</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">5,869,742</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 2px solid; text-align: left; font-weight: bold">Total Corporate Bonds &#8211; 13.3%</TD>

   <TD STYLE="border-bottom: #000000 2px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 2px solid; text-align: right">36,069,343</TD></TR>

<TR> <TD COLSPAN="5" STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Aerospace &amp; Defense &#8212; 1.8%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">DynCorp International, Term Loan</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">B, 6.25%, 7/07/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">757</TD>

   <TD COLSPAN="2" STYLE="text-align: right">754,760</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">SI Organization, Inc., New Term</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan B, 4.50%, 11/22/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">834</TD>

   <TD COLSPAN="2" STYLE="text-align: right">811,104</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Spirit Aerosystems, Inc., Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan B, 3.75%, 4/18/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">885</TD>

   <TD COLSPAN="2" STYLE="text-align: right">883,009</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">TransDigm, Inc.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Add on Term Loan B2, 4.00%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">2/14/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">444</TD>

   <TD COLSPAN="2" STYLE="text-align: right">441,113</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Term Loan (First Lien), 4.00%,</TD>

   <TD STYLE="text-indent: 14.16pt; text-align: left">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">2/14/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,423</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,410,352</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Wesco Aircraft Hardware Corp.,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Term Loan B, 4.25%, 4/07/17</TD>

   <TD STYLE="text-align: right; padding-right: 9">650</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">648,136</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">4,948,474</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Airlines &#8212; 0.8%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Delta Air Lines, Inc., Credit - New</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-indent: 7.2pt; text-align: left">Term Loan B, 5.50%, 4/20/17</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">2,080</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,068,116</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Auto Components &#8212; 3.3%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Allison Transmission, Inc., Term</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan B, 2.74%, 8/07/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,582</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,531,867</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">August LuxUK Holding Co. Sarl,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Luxco Term Loan, 6.25%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4/27/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">122</TD>

   <TD COLSPAN="2" STYLE="text-align: right">121,825</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Autoparts Holdings Ltd., First Lien</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Term Loan, 6.50%, 7/28/17</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,443</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,395,861</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>
<!-- Field: Page; Sequence: 3; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 12pt; padding-bottom: 6pt; border-top: Black 1px solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2012</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->2<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
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<A name="page_3"></A><BR>

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<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>
<TR vAlign=bottom>
   <TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 12pt; color: rgb(57,76,135)"><FONT STYLE="font-size: 12pt; color: #000080">Consolidated Schedule of Investments </FONT><FONT STYLE="font-size: 9pt; color: #000080">(continued)</FONT></TD>
   <TD NOWRAP STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock Floating Rate Income Strategies Fund,
   Inc. (FRA)<BR>
   (Percentages shown are based on Net Assets)</B></FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Auto Components (concluded)</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Federal-Mogul Corp.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B, 2.18%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left; width: 56%">12/29/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-indent: 2.75pt; text-align: right; padding-right: 9; width: 14%">1,403</TD>

   <TD STYLE="width: 4%; text-align: left; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right">1,318,510</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan C, 2.18%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">12/28/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">392</TD>

   <TD COLSPAN="2" STYLE="text-align: right">368,903</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">The Goodyear Tire &amp; Rubber</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Company, Term Loan (Second</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Lien), 4.75%, 4/30/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,495</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,447,354</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">GPX International Tire Corp. (c)(f):</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">8.37%, 3/30/12</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">549</TD>

   <TD COLSPAN="2" STYLE="text-align: right">&#8212;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">12.00%, 3/30/12</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">9</TD>

   <TD COLSPAN="2" STYLE="text-align: right">&#8212;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Schaeffler AG, Term Loan C2,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">6.00%, 1/27/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">990</TD>

   <TD COLSPAN="2" STYLE="text-align: right">985,050</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">UCI International, Inc., Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5.50%, 7/26/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">741</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">738,773</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">8,908,143</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Biotechnology &#8212; 0.5%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Grifols, Inc., Term Loan B, 4.50%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">6/01/17</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">1,449</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,428,879</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Building Products &#8212; 3.2%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Armstrong World Industries, Inc.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Term Loan B, 4.00%, 3/09/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,713</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,692,338</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">CPG International, Inc., Term Loan</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">B, 6.00%, 2/18/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,778</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,710,844</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Goodman Global, Inc., Initial Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan (First Lien), 5.75%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">10/28/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">4,421</TD>

   <TD COLSPAN="2" STYLE="text-align: right">4,404,878</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Momentive Performance</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Materials, Inc. (Nautilus),</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Extended Term Loan, 3.89%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5/05/15</TD>

   <TD STYLE="text-indent: 0pt; text-align: center; vertical-align: bottom">EUR</TD>

   <TD STYLE="text-align: right; padding-right: 9">643</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">730,609</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">8,538,669</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Capital Markets &#8212; 1.7%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">American Capital Ltd., Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan B, 7.50%, 12/31/13</TD>

   <TD STYLE="text-indent: 0pt; text-align: center; vertical-align: bottom">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9">138</TD>

   <TD COLSPAN="2" STYLE="text-align: right">136,934</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">HarbourVest Partners, Term Loan</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">(First Lien), 6.25%, 12/16/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,599</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,598,726</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Nuveen Investments, Inc.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">(First Lien), Term Loan, 5.97%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">5/13/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">897</TD>

   <TD COLSPAN="2" STYLE="text-align: right">881,375</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Incremental Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">7.25%, 5/13/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">345</TD>

   <TD COLSPAN="2" STYLE="text-align: right">344,138</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan, 5.97%, 5/12/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,753</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,728,385</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">4,689,558</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Chemicals &#8212; 7.2%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">American Rock Salt Holdings LLC,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Term Loan, 5.50%, 4/25/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,213</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,149,590</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Ashland, Inc., Term Loan B, 3.75%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">8/23/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">810</TD>

   <TD COLSPAN="2" STYLE="text-align: right">805,520</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Chemtura Corp., Exit Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5.50%, 8/27/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,400</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,398,838</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Gentek, Inc., Term Loan B, 5.00% -</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5.75%, 10/06/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,068</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,067,491</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Chemicals (concluded)</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Ineos US Finance LLC:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">3 Year Term Loan, 5.50%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left; width: 56%">5/04/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-indent: 9.47pt; text-align: right; padding-right: 9; width: 14%">195</TD>

   <TD STYLE="width: 4%; text-align: left; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right">193,904</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">6 year Term Loan, 6.50%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">5/04/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">6,790</TD>

   <TD COLSPAN="2" STYLE="text-align: right">6,650,533</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">MDI Holdings LLC, Tranche C Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan, 2.58%, 4/11/14</TD>

   <TD STYLE="text-indent: 0pt; text-align: center; vertical-align: bottom">EUR</TD>

   <TD STYLE="text-align: right; padding-right: 9">481</TD>

   <TD COLSPAN="2" STYLE="text-align: right">587,338</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Nexeo Solutions LLC, Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.00% - 5.75%, 9/08/17</TD>

   <TD STYLE="text-indent: 0pt; text-align: center; vertical-align: bottom">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,188</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,156,815</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">PolyOne Corp., Term Loan, 5.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">12/20/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">404</TD>

   <TD COLSPAN="2" STYLE="text-align: right">402,852</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">PQ Corp.(FKA Niagara Acquisition,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Inc.), 3.99%, 7/30/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,375</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,277,508</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Styron Sarl LLC, Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">6.00% - 6.75%, 8/02/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">608</TD>

   <TD COLSPAN="2" STYLE="text-align: right">542,502</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Tronox Worldwide LLC, Term Loan</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">B, 4.25%, 2/08/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,253</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,231,283</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Univar, Inc., Term Loan B, 5.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">6/30/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,924</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,870,132</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">19,334,306</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Commercial Services &amp; Supplies &#8212; 4.7%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">ACCO Brands Corp., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4.25%, 4/30/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,861</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,858,324</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Altegrity, Inc.(FKA US</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Investigations Services), Tranche</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">D Term Loan, 7.75%, 2/20/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,485</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,472,926</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">ARAMARK Corp.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Extended Term Loan B, 3.49%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">7/26/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">358</TD>

   <TD COLSPAN="2" STYLE="text-align: right">352,231</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Extended Term Loan C,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">3.49% - 3.72%, 7/26/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">203</TD>

   <TD COLSPAN="2" STYLE="text-align: right">199,742</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Letter of Credit, 3.34%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">7/26/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">24</TD>

   <TD COLSPAN="2" STYLE="text-align: right">23,164</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Letter of Credit Facility, 3.49%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">7/26/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">16</TD>

   <TD COLSPAN="2" STYLE="text-align: right">16,090</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">AWAS Finance Luxembourg Sarl,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Term Loan B, 5.25%, 6/10/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">830</TD>

   <TD COLSPAN="2" STYLE="text-align: right">825,908</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Delos Aircraft, Inc., Term Loan B2,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4.75%, 4/12/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,875</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,872,656</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">KAR Auction Services, Inc., Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan B, 5.00%, 5/19/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,581</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,574,049</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Protection One Alarm Monitoring,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Inc., Term Loan, 5.75%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">3/16/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,220</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,210,338</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Synagro Technologies, Inc., Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan B, 2.24%, 4/02/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,508</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,315,575</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Volume Services America, Inc.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Term Loan B, 10.50% - 11.75%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">9/16/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">985</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">979,257</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">12,700,260</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Communications Equipment &#8212; 1.8%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Avaya, Inc.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B1, 3.22%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">10/24/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,268</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,193,562</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>
<!-- Field: Page; Sequence: 4; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 12pt; padding-bottom: 6pt; border-top: Black 1px solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2012</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->3<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<A name="page_4"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>
<TR vAlign=bottom>
   <TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 12pt; color: rgb(57,76,135)"><FONT STYLE="font-size: 12pt; color: #000080">Consolidated Schedule of Investments </FONT><FONT STYLE="font-size: 9pt; color: #000080">(continued)</FONT></TD>
   <TD NOWRAP STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock Floating Rate Income Strategies Fund,
   Inc. (FRA)<BR>
   (Percentages shown are based on Net Assets)</B></FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Communications Equipment (concluded)</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Avaya, Inc. (concluded):</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B3, 4.97%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left; width: 56%">10/26/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9; width: 14%">763</TD>

   <TD STYLE="width: 4%; text-align: left; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right">672,384</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">CommScope, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">4.25%, 1/12/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,583</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,571,683</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Telesat Canada, Term Loan A,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">4.38%, 3/24/17</TD>

   <TD STYLE="text-indent: 0pt; text-align: center; vertical-align: bottom">CAD</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,630</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,518,977</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">4,956,606</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Construction &amp; Engineering &#8212; 0.9%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">BakerCorp. International, Inc.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Term Loan B, 4.75%, 6/01/18</TD>

   <TD STYLE="text-indent: 0pt; text-align: center; vertical-align: bottom">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9">859</TD>

   <TD COLSPAN="2" STYLE="text-align: right">848,391</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Safway Services LLC, First Out</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Tranche Loan, 9.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">12/16/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,700</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,700,000</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,548,391</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Construction Materials &#8212; 1.8%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">HD Supply, Inc., Senior Debt B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">7.25%, 10/12/17</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">4,920</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">4,939,680</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Consumer Finance &#8212; 1.6%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Springleaf Finance Corp.(FKA</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">AGFS Funding Co.), Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">5.50%, 5/10/17</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">4,665</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">4,301,503</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Containers &amp; Packaging &#8212; 0.6%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Sealed Air Corp., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">4.75%, 10/03/18</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">1,562</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,563,347</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Diversified Consumer Services &#8212; 4.0%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Coinmach Service Corp., Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan, 3.24%, 11/20/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,459</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,286,698</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Education Management LLC, Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan C3, 8.25%, 3/29/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">670</TD>

   <TD COLSPAN="2" STYLE="text-align: right">655,930</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Laureate Education, Inc., Extended</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Term Loan, 5.25%, 8/15/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">3,756</TD>

   <TD COLSPAN="2" STYLE="text-align: right">3,598,724</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">ServiceMaster Co.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Delayed Draw Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">2.74%, 7/24/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">247</TD>

   <TD COLSPAN="2" STYLE="text-align: right">240,763</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan, 2.74% - 2.99%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">7/24/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,484</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,417,744</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Weight Watchers International,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Inc., Term Loan F, 4.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">3/12/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,520</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,491,880</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">10,691,739</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Diversified Financial Services &#8212; 1.4%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Reynolds Group Holdings, Inc.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Tranche B Term Loan, 6.50%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">2/09/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,400</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,401,018</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Tranche C Term Loan, 6.50%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">8/09/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,362</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,368,592</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">3,769,610</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Diversified Telecommunication Services &#8212; 4.2%</FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Hawaiian Telcom</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Communications, Inc., Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan B, 7.00%, 2/28/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,095</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,079,944</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Diversified Telecommunication Services (concluded)</FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Integra Telecom Holdings, Inc.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left; width: 56%">Term Loan B, 9.25%, 4/15/15</TD>

   <TD STYLE="text-indent: 0pt; text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-indent: 2.75pt; text-align: right; padding-right: 9; width: 14%">1,597</TD>

   <TD STYLE="width: 4%; text-align: left; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right">1,546,335</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Level 3 Financing, Inc.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B2, 5.75%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">9/03/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">3,425</TD>

   <TD COLSPAN="2" STYLE="text-align: right">3,392,599</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B3, 5.75%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">8/31/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,475</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,461,046</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Tranche A Term Loan, 2.49% -</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">2.72%, 3/13/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,525</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,456,623</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">US Telepacific Corp., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.75%, 2/23/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,487</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,399,212</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">11,335,759</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Electronic Equipment, Instruments &amp; Components &#8212; 1.1%</FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">CDW LLC(FKA CDW Corp.),</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Extended Term Loan, 4.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">7/14/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,394</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,332,758</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Flextronics International Ltd. Delay</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Draw:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan A-2, 2.49%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">10/01/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">45</TD>

   <TD COLSPAN="2" STYLE="text-align: right">44,116</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan A-3, 2.49%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">10/01/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">39</TD>

   <TD COLSPAN="2" STYLE="text-align: right">37,814</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Sensata Technologies Finance Co.</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">LLC, Term Loan, 4.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5/11/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,541</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,515,261</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,929,949</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Energy Equipment &amp; Services &#8212; 2.9%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 0.96pt; text-align: left">Dynegy Midwest Generation LLC,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 8.16pt; text-align: left">Coal Co. Term Loan, 9.25%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 8.16pt; text-align: left">8/04/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">934</TD>

   <TD COLSPAN="2" STYLE="text-align: right">952,412</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 0.96pt; text-align: left">Dynegy Power LLC, Gas Co. Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 8.16pt; text-align: left">Loan, 9.25%, 8/04/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,255</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,292,863</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">MEG Energy Corp., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4.00%, 3/16/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">3,333</TD>

   <TD COLSPAN="2" STYLE="text-align: right">3,293,384</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Tervita Corp. (FKA CCS Corp.):</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Incremental Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">6.50%, 10/17/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">763</TD>

   <TD COLSPAN="2" STYLE="text-align: right">759,272</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B, 3.24%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">11/14/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,605</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,539,060</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">7,836,991</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Food &amp; Staples Retailing &#8212; 1.7%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">AB Acquisitions UK Topco 2 Ltd.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Facility B1, 3.58%, 7/09/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">GBP</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,825</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,596,816</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Bolthouse Farms, Inc., Term Loan</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">(First Lien), 5.50% - 5.75%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">2/11/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9">474</TD>

   <TD COLSPAN="2" STYLE="text-align: right">474,836</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">US Foods, Inc(FKA US Foodservice,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Inc.), Term Loan B, 2.74%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">7/03/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,539</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,486,264</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">4,557,916</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Food Products &#8212; 3.2%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Advance Pierre Foods:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan (First Lien), 7.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">9/30/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,746</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,747,529</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>
<!-- Field: Page; Sequence: 5; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 12pt; padding-bottom: 6pt; border-top: Black 1px solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2012</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->4<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>
<TR vAlign=bottom>
   <TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 12pt; color: rgb(57,76,135)"><FONT STYLE="font-size: 12pt; color: #000080">Consolidated Schedule of Investments </FONT><FONT STYLE="font-size: 9pt; color: #000080">(continued)</FONT></TD>
   <TD NOWRAP STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock Floating Rate Income Strategies Fund,
   Inc. (FRA)<BR>
   (Percentages shown are based on Net Assets)</B></FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Food Products (concluded)</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Advance Pierre Foods (concluded):</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan (Second Lien),</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left; width: 56%">11.25%, 9/29/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9; width: 14%">1,205</TD>

   <TD STYLE="width: 4%; text-align: left; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right">1,211,399</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Del Monte Corp., Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">4.50%, 3/08/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,537</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,472,687</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Michael Foods Group, Inc., Term</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan B, 4.25% - 5.25%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">2/23/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">391</TD>

   <TD COLSPAN="2" STYLE="text-align: right">389,597</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Pinnacle Foods Finance LLC:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan E, 4.75%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">10/17/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,142</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,132,025</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Tranche B Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 21.36pt; text-align: left">3.74% - 3.97%, 10/03/16</TD>

   <TD STYLE="text-align: right; padding-right: 9">89</TD>

   <TD COLSPAN="2" STYLE="text-align: right">88,372</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Solvest Ltd. (Dole):</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Tranche B-2 Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 21.36pt; text-align: left">5.00% - 6.00%, 7/06/18</TD>

   <TD STYLE="text-align: right; padding-right: 9">554</TD>

   <TD COLSPAN="2" STYLE="text-align: right">551,753</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Tranche C-2 Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 21.36pt; text-align: left">5.00% - 6.00%, 7/06/18</TD>

   <TD STYLE="text-align: right; padding-right: 9">991</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">987,348</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">8,580,710</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Health Care Equipment &amp; Supplies &#8212; 3.4%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Bausch &amp; Lomb, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5.25%, 5/17/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,660</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,612,014</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Biomet, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">3.24% - 3.47%, 3/25/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">680</TD>

   <TD COLSPAN="2" STYLE="text-align: right">663,690</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">DJO Finance LLC:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B2, 5.24%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">11/01/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">438</TD>

   <TD COLSPAN="2" STYLE="text-align: right">433,550</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B3, 6.25%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">9/15/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,285</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,257,397</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Hupah Finance Inc., Term Loan B,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">6.25%, 1/21/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">775</TD>

   <TD COLSPAN="2" STYLE="text-align: right">777,426</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Iasis Healthcare LLC, Term Loan,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5.00%, 5/03/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">761</TD>

   <TD COLSPAN="2" STYLE="text-align: right">749,162</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Immucor, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">7.25%, 8/17/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,796</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,792,616</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">9,285,855</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Health Care Providers &amp; Services &#8212; 4.7%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">CHS/Community Health Systems,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.19pt; text-align: left">Inc., Non-Extended Term Loan,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">2.49% - 2.72%, 7/25/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,133</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,110,780</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">ConvaTec, Inc., Term Loan, 5.75%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">12/22/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,258</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,248,652</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">DaVita, Inc., Term Loan B, 4.50%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">10/20/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,948</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,935,464</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Emergency Medical Services, Term</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.19pt; text-align: left">Loan, 5.25% - 6.00%, 5/25/18</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,559</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,537,745</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Harden Healthcare LLC:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Term Loan A, 8.50%, 3/02/15</TD>

   <TD STYLE="text-align: right; padding-right: 9">609</TD>

   <TD COLSPAN="2" STYLE="text-align: right">596,433</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Tranche A Additional Term</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">Loan, 7.75%, 3/02/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">993</TD>

   <TD COLSPAN="2" STYLE="text-align: right">973,629</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">HCA, Inc., Tranche B-2 Term Loan,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">3.72%, 3/31/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">787</TD>

   <TD COLSPAN="2" STYLE="text-align: right">764,115</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">inVentiv Health, Inc.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Combined Term Loan, 6.50%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">8/04/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">933</TD>

   <TD COLSPAN="2" STYLE="text-align: right">873,832</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Health Care Providers &amp; Services (concluded)</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">inVentiv Health, Inc. (concluded):</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Incremental Term Loan B-3,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left; width: 56%">6.75%, 5/15/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-indent: 2.75pt; text-align: right; padding-right: 9; width: 14%">1,003</TD>

   <TD STYLE="width: 4%; text-align: left; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right">952,046</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Medpace, Inc., Term Loan, 6.50% -</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">7.25%, 6/16/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,241</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,191,000</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Vanguard Health Holding Co. II LLC</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">(Vanguard Health Systems, Inc.),</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Term Loan B, 5.00%, 1/29/16</TD>

   <TD STYLE="text-align: right; padding-right: 9">134</TD>

   <TD COLSPAN="2" STYLE="text-align: right">133,703</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Wolverine Healthcare, Term Loan</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">B, 6.75%, 5/12/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,315</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,293,631</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">12,611,030</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Health Care Technology &#8212; 1.3%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">IMS Health, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4.50%, 8/25/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,198</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,186,928</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Kinetic Concepts, Inc., Term Loan</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">B, 7.00%, 5/04/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,576</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,584,923</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">MedAssets, Inc., Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.25%, 11/16/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">773</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">769,296</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">3,541,147</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Hotels, Restaurants &amp; Leisure &#8212; 7.2%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Alpha D2 Ltd.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Term Loan B, 5.75%, 4/28/17</TD>

   <TD STYLE="text-align: right; padding-right: 9">635</TD>

   <TD COLSPAN="2" STYLE="text-align: right">633,279</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Term Loan B, 4.50%, 6/08/18</TD>

   <TD STYLE="text-align: right; padding-right: 9">395</TD>

   <TD COLSPAN="2" STYLE="text-align: right">390,884</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Ameristar Casinos, Inc., Term Loan</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">B, 4.00%, 4/16/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,225</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,217,153</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Boyd Gaming Corp., Incremental</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Term Loan, 6.00%, 12/17/15</TD>

   <TD STYLE="text-align: right; padding-right: 9">849</TD>

   <TD COLSPAN="2" STYLE="text-align: right">853,191</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Caesars Entertainment Operating Co.,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Inc.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Extended Term Loan B6,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">5.49%, 1/26/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">205</TD>

   <TD COLSPAN="2" STYLE="text-align: right">180,433</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Incremental Term Loan B4,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">9.50%, 10/31/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,103</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,109,681</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B1, 3.24%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">1/28/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">197</TD>

   <TD COLSPAN="2" STYLE="text-align: right">180,114</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Term Loan B3, 3.24% - 3.47%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">1/28/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">5,332</TD>

   <TD COLSPAN="2" STYLE="text-align: right">4,865,445</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">DineEquity, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4.25%, 10/19/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">85</TD>

   <TD COLSPAN="2" STYLE="text-align: right">84,280</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Dunkin' Brands, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4.00%, 11/23/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,198</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,171,560</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Golden Living, Term Loan, 5.00%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5/04/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">324</TD>

   <TD COLSPAN="2" STYLE="text-align: right">300,630</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">OSI Restaurant Partners LLC:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Revolver, 2.54% - 2.72%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">6/14/13</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">9</TD>

   <TD COLSPAN="2" STYLE="text-align: right">9,207</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Term Loan B, 2.56%, 6/14/14</TD>

   <TD STYLE="text-align: right; padding-right: 9">95</TD>

   <TD COLSPAN="2" STYLE="text-align: right">93,091</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Sabre, Inc., Non Extended Initial</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Term Loan, 2.24%, 9/30/14</TD>

   <TD STYLE="text-align: right; padding-right: 9">500</TD>

   <TD COLSPAN="2" STYLE="text-align: right">475,105</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">SeaWorld Parks &amp; Entertainment,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Inc.(FKA SW Acquisitions Co.,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Inc.), Term Loan B, 4.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">8/17/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,351</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,331,074</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>
<!-- Field: Page; Sequence: 6; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 12pt; padding-bottom: 6pt; border-top: Black 1px solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2012</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<A name="page_6"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>
<TR vAlign=bottom>
   <TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 12pt; color: rgb(57,76,135)"><FONT STYLE="font-size: 12pt; color: #000080">Consolidated Schedule of Investments </FONT><FONT STYLE="font-size: 9pt; color: #000080">(continued)</FONT></TD>
   <TD NOWRAP STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock Floating Rate Income Strategies Fund,
   Inc. (FRA)<BR>
   (Percentages shown are based on Net Assets)</B></FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Hotels, Restaurants &amp; Leisure (concluded)</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Six Flags Theme Parks, Inc.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Tranche B Term Loan (First</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left; width: 56%">Lien), 4.25%, 12/20/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-indent: 2.75pt; text-align: right; padding-right: 9; width: 14%">1,510</TD>

   <TD STYLE="width: 4%; text-align: left; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right">1,493,828</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Station Casinos, Inc., Term Loan</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">B1, 3.24%, 6/17/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">850</TD>

   <TD COLSPAN="2" STYLE="text-align: right">799,013</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Twin River Worldwide Holdings,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Inc., Term Loan, 8.50%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">11/05/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">757</TD>

   <TD COLSPAN="2" STYLE="text-align: right">757,885</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Wendy's International, Inc.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Delayed Draw Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">0.50%, 5/15/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,172</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,156,227</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Term Loan B, 4.75%, 5/15/19</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,468</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,448,899</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">19,550,979</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Household Products &#8212; 0.5%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Prestige Brands, Inc., Term Loan,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">5.25% - 6.25%, 1/31/19</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">1,341</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,340,721</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Independent Power Producers &amp; Energy Traders &#8212; 0.7%</FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">AES Corp., Term Loan, 4.25%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">6/01/18</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">1,980</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,956,002</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Industrial Conglomerates &#8212; 2.2%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Schrader International, Term Loan</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">B, 6.25%, 4/27/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">93</TD>

   <TD COLSPAN="2" STYLE="text-align: right">93,713</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Sequa Corp.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Incremental Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">6.25%, 12/03/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">658</TD>

   <TD COLSPAN="2" STYLE="text-align: right">656,704</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Term Loan, 3.72%, 12/03/14</TD>

   <TD STYLE="text-align: right; padding-right: 9">5,208</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">5,106,031</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">5,856,448</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Insurance &#8212; 0.8%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Asurion LLC, Term Loan (First</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Lien), 5.50%, 5/24/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">654</TD>

   <TD COLSPAN="2" STYLE="text-align: right">643,261</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">CNO Financial Group, Inc., Term</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan B, 6.25%, 9/30/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,589</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,581,342</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,224,603</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Internet Software &amp; Services &#8212; 0.4%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Web.com Group, Inc., Term Loan</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">B, 7.00%, 10/27/17</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">1,172</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,158,910</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">IT Services &#8212; 5.4%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Ceridian Corp., Term Loan, 3.24%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">11/10/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,520</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,436,328</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">First Data Corp.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Extended Term Loan B, 4.24%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">3/23/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">7,306</TD>

   <TD COLSPAN="2" STYLE="text-align: right">6,599,858</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B-1, 2.99%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">9/24/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">870</TD>

   <TD COLSPAN="2" STYLE="text-align: right">822,686</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B-3, 2.99%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">9/24/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">115</TD>

   <TD COLSPAN="2" STYLE="text-align: right">108,394</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">InfoGroup Inc., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5.75%, 5/25/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">707</TD>

   <TD COLSPAN="2" STYLE="text-align: right">629,470</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">iPayment, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5.75%, 5/08/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">681</TD>

   <TD COLSPAN="2" STYLE="text-align: right">679,298</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">NeuStar, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5.00%, 11/08/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">886</TD>

   <TD COLSPAN="2" STYLE="text-align: right">887,764</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">IT Services (concluded)</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">SunGard Data Systems, Inc. (Solar</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Capital Corp.), Tranche B Term</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left; width: 56%">Loan, 3.86% - 4.09%, 2/26/16 </TD>

    <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>
   <TD STYLE="text-align: right; padding-right: 9; width: 14%">307</TD>

   <TD STYLE="text-align: left; width: 4%; vertical-align: bottom">$</TD>
   <TD STYLE="text-align: right; width: 11%">303,372</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">TransUnion LLC, Term Loan B,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.50%, 2/12/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">3,203</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">3,216,258</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">14,683,428</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Leisure Equipment &amp; Products &#8212; 0.6%</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Eastman Kodak Co., DIP Term</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan B, 8.50%, 7/19/13</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">852</TD>

   <TD COLSPAN="2" STYLE="text-align: right">852,026</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Freedom Group, Inc., Term Loan,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.50%, 4/12/19</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">880</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">876,700</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,728,726</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Machinery &#8212; 2.6%</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Harbor Freight Tools USA, Inc.,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Term Loan B, 5.50%, 11/10/17</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">1,050</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,040,025</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Rexnord Corp., Term Loan B,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.00%, 4/02/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">698</TD>

   <TD COLSPAN="2" STYLE="text-align: right">694,060</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Terex Corp.:</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan, 6.00%, 4/28/17 </TD>

    <TD STYLE="text-align: center; vertical-align: bottom">EUR</TD>
   <TD STYLE="text-align: right; padding-right: 9">134</TD>

   <TD COLSPAN="2" STYLE="text-align: right">164,017</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B, 5.50%, 4/28/17</TD>

    <TD STYLE="text-align: center; vertical-align: bottom">USD</TD>
   <TD STYLE="text-align: right; padding-right: 9">1,309</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,308,399</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Tomkins LLC, Term Loan B, 4.25%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">9/29/16</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">2,690</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,675,617</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Wabash National Corp., Term Loan</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">B, 6.00%, 5/02/19</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">1,200</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,188,000</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">7,070,118</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Media &#8212; 16.7%</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Acosta, Inc., Term Loan, 4.75%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">3/01/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">512</TD>

   <TD COLSPAN="2" STYLE="text-align: right">504,681</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Affinion Group, Inc., Term Loan B,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.00%, 7/16/15</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">567</TD>

   <TD COLSPAN="2" STYLE="text-align: right">523,743</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">AMC Entertainment, Inc., Term</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan B3, 4.25%, 2/22/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">698</TD>

   <TD COLSPAN="2" STYLE="text-align: right">694,033</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">AMC Networks, Inc., Term Loan B,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4.00%, 12/31/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">1,687</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,671,441</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Atlantic Broadband Finance LLC,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">1st Lien Term Loan, 5.25%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4/04/19</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">1,030</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,025,035</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Bresnan Telecommunications Co.</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">LLC, Term Loan B, 4.50%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">12/14/17</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">2,888</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,833,066</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Capsugel Healthcare Ltd., Term</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan, 5.25%, 8/01/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">1,267</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,265,753</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Catalina Marketing Corp.,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Extended Term Loan B, 5.74%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">10/31/17</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">1,169</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,122,124</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Cengage Learning Acquisitions, Inc.:</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan, 2.49%, 7/03/14</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">991</TD>

   <TD COLSPAN="2" STYLE="text-align: right">894,630</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Tranche 1 Incremental Term</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">Loan, 7.50%, 7/03/14</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">761</TD>

   <TD COLSPAN="2" STYLE="text-align: right">728,249</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Charter Communications Operating LLC:</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan C, 3.72%, 9/06/16</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">1,643</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,617,851</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan D, 4.00%, 5/15/19</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">640</TD>

   <TD COLSPAN="2" STYLE="text-align: right">630,598</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>
<!-- Field: Page; Sequence: 7; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 12pt; padding-bottom: 6pt; border-top: Black 1px solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2012</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->6<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<A name="page_7"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>
<TR vAlign=bottom>
   <TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 12pt; color: rgb(57,76,135)"><FONT STYLE="font-size: 12pt; color: #000080">Consolidated Schedule of Investments </FONT><FONT STYLE="font-size: 9pt; color: #000080">(continued)</FONT></TD>
   <TD NOWRAP STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock Floating Rate Income Strategies Fund,
   Inc. (FRA)<BR>
   (Percentages shown are based on Net Assets)</B></FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Media (continued)</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Clarke American Corp., Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Facility B, 2.74% - 2.97%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left; width: 56%">6/30/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9; width: 14%">160</TD>

   <TD STYLE="width: 4%; text-align: left; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right">145,306</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Clear Channel Communications, Inc.:</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B, 3.89%, 1/28/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,559</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,990,531</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan C, 3.89%, 1/28/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">340</TD>

   <TD COLSPAN="2" STYLE="text-align: right">262,373</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Cumulus Media, Inc., Term Loan,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5.75%, 9/17/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,396</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,384,873</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">EMI Music Publishing Ltd., Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan B, 5.50%, 11/14/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">985</TD>

   <TD COLSPAN="2" STYLE="text-align: right">978,844</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Gray Television, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">3.74%, 12/31/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,391</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,377,489</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">HMH Publishing Co. Ltd., Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan, 6.49%, 6/12/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,434</TD>

   <TD COLSPAN="2" STYLE="text-align: right">795,237</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Hubbard Broadcasting, Term Loan</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">B (Second Lien), 5.25%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">4/28/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">929</TD>

   <TD COLSPAN="2" STYLE="text-align: right">920,551</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Intelsat Jackson Holdings SA(FKA</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Intelsat Jackson Holdings Ltd.),</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Tranche B Term Loan, 5.25%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">4/02/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">6,435</TD>

   <TD COLSPAN="2" STYLE="text-align: right">6,377,342</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Interactive Data Corp., Term Loan</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">B, 4.50%, 2/12/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,896</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,845,074</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Kabel Deutschland GmbH, Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan F, 4.25%, 2/01/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,390</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,366,551</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Knology, Inc., Term Loan B, 4.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">8/18/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">609</TD>

   <TD COLSPAN="2" STYLE="text-align: right">605,924</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Lavena Holding 3 GmbH</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">(Prosiebensat.1 Media AG),</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Facility B1, 3.68%, 3/06/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">EUR</TD>

   <TD STYLE="text-align: right; padding-right: 9">304</TD>

   <TD COLSPAN="2" STYLE="text-align: right">319,787</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Lavena Holding 4 GmbH</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">(Prosiebensat.1 Media AG),</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Term Loan C, 4.06%, 3/04/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">304</TD>

   <TD COLSPAN="2" STYLE="text-align: right">321,666</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">LIN Television Corp., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5.00%, 12/21/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9">703</TD>

   <TD COLSPAN="2" STYLE="text-align: right">703,533</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Newsday LLC, Fixed Rate Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan, 10.50%, 8/01/13</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,500</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,548,450</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Nielsen Finance LLC, Class B</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Dollar Term Loan, 3.99%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5/02/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,380</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,367,408</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Sinclair Television Group, Inc.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Tranche B Term Loan, 4.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">10/28/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,292</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,280,034</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Univision Communications, Inc.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Extended Term Loan, 4.49%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">3/31/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,113</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,936,740</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">UPC Broadband Holding B.V., Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Loan U, 4.40%, 12/29/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">EUR</TD>

   <TD STYLE="text-align: right; padding-right: 9">494</TD>

   <TD COLSPAN="2" STYLE="text-align: right">595,445</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">UPC Financing Partnership:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan, 4.75%, 12/29/17 </TD>
   <TD STYLE="text-align: center; vertical-align: bottom">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9">895</TD>

   <TD COLSPAN="2" STYLE="text-align: right">881,128</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan T, 3.74%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">12/30/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">165</TD>

   <TD COLSPAN="2" STYLE="text-align: right">162,731</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">WC Luxco Sarl, Term Loan B3,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">4.25%, 3/15/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">436</TD>

   <TD COLSPAN="2" STYLE="text-align: right">432,263</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Media (concluded)</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Weather Channel, Term Loan B,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left; width: 56%">4.25%, 2/13/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-indent: 2.75pt; text-align: right; padding-right: 9; width: 14%">2,068</TD>

   <TD STYLE="width: 4%; text-align: left; border-bottom: #000000 1px solid; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right; border-bottom: #000000 1px solid">2,052,778</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">45,163,262</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Metals &amp; Mining &#8212; 2.6%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Constellium Holding Co. BV, Term</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan B, 9.25%, 5/22/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">440</TD>

   <TD COLSPAN="2" STYLE="text-align: right">429,000</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Novelis, Inc., Term Loan, 4.00%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">3/10/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,829</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,766,064</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">SunCoke Energy, Inc., Term Loan</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">B, 4.00%, 7/26/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">943</TD>

   <TD COLSPAN="2" STYLE="text-align: right">931,090</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Walter Energy, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4.00%, 4/02/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,934</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,817,899</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">6,944,053</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Multiline Retail &#8212; 1.3%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">99 Cents Only Stores, Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan B, 5.25%, 1/11/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,132</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,124,079</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Dollar General Corp., Tranche B-2</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Term Loan, 2.99%, 7/07/14</TD>

   <TD STYLE="text-align: right; padding-right: 9">616</TD>

   <TD COLSPAN="2" STYLE="text-align: right">615,963</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Hema Holding BV:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B, 2.40%, 7/05/16</TD>
   <TD STYLE="text-align: center; vertical-align: bottom">EUR</TD>

   <TD STYLE="text-align: right; padding-right: 9">399</TD>

   <TD COLSPAN="2" STYLE="text-align: right">464,157</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 14.16pt; text-align: left">Term Loan C, 3.15%, 7/06/15</TD>

   <TD STYLE="text-align: right; padding-right: 9">399</TD>

   <TD COLSPAN="2" STYLE="text-align: right">461,691</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">The Neiman Marcus Group, Inc.,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Term Loan, 4.75%, 5/16/18 </TD>
   <TD STYLE="text-align: center; vertical-align: bottom">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9">730</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">715,969</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">3,381,859</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Oil, Gas &amp; Consumable Fuels &#8212; 2.8%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Chesapeake Energy Corp.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Unsecured Term Loan, 8.50%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">12/01/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,010</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,972,815</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">EP Energy LLC, Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">6.50%, 4/24/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">950</TD>

   <TD COLSPAN="2" STYLE="text-align: right">950,598</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">EquiPower Resources Holdings</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">LLC, Term Loan B, 5.75%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">1/26/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,590</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,558,232</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Gibson Energy, Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4.75%, 6/15/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,787</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,775,334</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Obsidian Natural Gas Trust, Term</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan, 7.00%, 11/02/15</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,277</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,277,092</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">7,534,071</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Paper &amp; Forest Products &#8212; 0.6%</FONT></TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">NewPage Corp., DIP Term Loan,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">8.00%, 3/07/13</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">450</TD>

   <TD COLSPAN="2" STYLE="text-align: right">453,564</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Verso Paper Finance Holdings LLC,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Term Loan, 6.25% - 6.72%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">2/01/13</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,387</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,193,561</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">1,647,125</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Pharmaceuticals &#8212; 3.8%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Aptalis Pharma, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.50%, 2/10/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,173</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,100,807</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Pharmaceutical Product</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Development, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">6.25%, 12/05/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">3,034</TD>

   <TD COLSPAN="2" STYLE="text-align: right">3,034,296</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Quintiles Transnational Corp.,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Term Loan B, 5.00%, 6/08/18</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,350</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,329,135</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>
<!-- Field: Page; Sequence: 8; Value: 1 -->
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<TR vAlign=bottom>
   <TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 12pt; color: rgb(57,76,135)"><FONT STYLE="font-size: 12pt; color: #000080">Consolidated Schedule of Investments </FONT><FONT STYLE="font-size: 9pt; color: #000080">(continued)</FONT></TD>
   <TD NOWRAP STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock Floating Rate Income Strategies Fund,
   Inc. (FRA)<BR>
   (Percentages shown are based on Net Assets)</B></FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Pharmaceuticals (concluded)</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">RPI Finance Trust:</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Incremental Tranche 2 Term</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left; width: 56%">Loan, 4.00%, 11/09/18 </TD>

    <TD STYLE="width: 13%; text-align: center; vertical-align: bottom">USD</TD>
   <TD STYLE="text-indent: 9.47pt; text-align: right; padding-right: 9; width: 14%">200</TD>

   <TD STYLE="text-align: left; width: 4%; vertical-align: bottom">$</TD>
   <TD STYLE="text-align: right; width: 11%">198,250</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan Tranche 2, 4.00%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">5/09/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">991</TD>

   <TD COLSPAN="2" STYLE="text-align: right">984,713</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Valeant Pharmaceuticals</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">International, Add-On Term</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 8.99pt; text-align: left">Loan B, 3.75%, 2/13/19</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">1,715</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,675,984</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Warner Chilcott Corp.:</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B-1, 4.25%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">3/15/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">634</TD>

   <TD COLSPAN="2" STYLE="text-align: right">628,747</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B-2, 4.25%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">3/15/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">317</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">314,373</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">10,266,305</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Professional Services &#8212; 1.1%</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Booz Allen Hamilton, Inc., Tranche</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">B Term Loan, 3.75%, 8/03/17</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">618</TD>

   <TD COLSPAN="2" STYLE="text-align: right">615,512</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Emdeon, Inc., Term Loan B,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">6.75%, 11/02/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">1,774</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,769,102</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">ON Assignment, Inc., Term Loan B,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">5.00%, 5/15/19</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">610</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">603,138</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,987,752</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Real Estate Investment Trusts (REITs) &#8212; 1.0%</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">iStar Financial, Inc.:</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan A1, 5.00%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">6/28/13</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">2,629</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,617,330</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan A2, 7.00%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">6/30/14</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">75</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">74,812</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,692,142</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Real Estate Management &amp; Development &#8212; 1.7%</FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Mattamy Funding Partnership,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Term Loan B, 2.75%, 4/11/13</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">401</TD>

   <TD COLSPAN="2" STYLE="text-align: right">395,436</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Realogy Corp.:</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Extended Synthetic Letter of</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">Credit, 3.24%, 10/10/13</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">55</TD>

   <TD COLSPAN="2" STYLE="text-align: right">51,887</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Extended Synthetic Letter of</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">Credit Loan, 4.49%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">10/10/16</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">156</TD>

   <TD COLSPAN="2" STYLE="text-align: right">142,195</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Extended Term Loan, 4.49%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">10/10/16</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">4,215</TD>

   <TD COLSPAN="2" STYLE="text-align: right">3,841,929</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Stockbridge SBE Holdings LLC,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Term Loan B, 13.00%, 5/02/17</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">190</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">187,150</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">4,618,597</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Road &amp; Rail &#8212; 0.8%</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Avis Budget Car Rental LLC,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Incremental Term Loan, 6.25%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">9/21/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">676</TD>

   <TD COLSPAN="2" STYLE="text-align: right">674,438</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">RailAmerica, Inc., Term Loan B,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">4.00%, 3/01/19</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">960</TD>

   <TD COLSPAN="2" STYLE="text-align: right">955,603</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Road &amp; Rail (concluded)</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Road Infrastructure Investment</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">LLC, Term Loan B, 6.25%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left; width: 56%">3/30/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 13%">USD</TD>

   <TD STYLE="text-align: right; padding-right: 9; width: 14%">510</TD>

   <TD STYLE="width: 4%; text-align: left; border-bottom: #000000 1px solid; vertical-align: bottom">$</TD>
   <TD STYLE="width: 11%; text-align: right; border-bottom: #000000 1px solid">502,350</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,132,391</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Semiconductors &amp; Semiconductor Equipment &#8212; 1.0%</FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Freescale Semiconductor, Inc.,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Extended Term Loan B, 4.49%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">12/01/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,918</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,797,330</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">NXP B.V., Term Loan A-2, 5.50%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">3/03/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">855</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">841,496</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">2,638,826</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Software &#8212; 3.2%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Blackboard, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">7.50%, 10/04/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">554</TD>

   <TD COLSPAN="2" STYLE="text-align: right">527,665</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Lawson Software, Inc., Term</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan B, 6.25%, 4/05/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">3,875</TD>

   <TD COLSPAN="2" STYLE="text-align: right">3,867,405</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Magic Newco LLC, Second Lien</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Term Loan, 12.00%, 12/06/19</TD>

   <TD STYLE="text-align: right; padding-right: 9">245</TD>

   <TD COLSPAN="2" STYLE="text-align: right">236,628</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Sophia, LP, Term Loan B, 6.25%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">7/19/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,150</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,152,058</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">SS&amp;C Technologies:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B-1, 5.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">5/11/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,989</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,981,759</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B-2, 5.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">5/13/19</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">206</TD>

   <TD COLSPAN="2" STYLE="text-align: right">205,010</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Vertafore, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.25%, 7/29/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">676</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">669,676</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">8,640,201</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Specialty Retail &#8212; 5.6%</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Academy Ltd., Term Loan, 6.00%,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">8/03/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,696</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,695,750</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Bass Pro Group LLC, Term Loan,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.25%, 6/13/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,227</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,222,500</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Burlington Coat Factory</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Warehouse Corp., Term Loan B,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.50%, 2/28/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">691</TD>

   <TD COLSPAN="2" STYLE="text-align: right">684,563</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Claire's Stores, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">2.99% - 3.22%, 5/29/14</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,353</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,258,353</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">General Nutrition Centers, Inc.,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Term Loan B, 4.25%, 3/02/18</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,770</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,748,831</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">The Gymboree Corp., Term Loan,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">5.00%, 2/23/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">286</TD>

   <TD COLSPAN="2" STYLE="text-align: right">264,664</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Jo-Ann Stores, Inc., Term Loan B,</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">4.75%, 3/16/18</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">644</TD>

   <TD COLSPAN="2" STYLE="text-align: right">636,835</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Michaels Stores, Inc.:</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Extended Term Loan B3,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">5.00%, 7/29/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">736</TD>

   <TD COLSPAN="2" STYLE="text-align: right">732,340</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B2, 5.00%,</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">7/29/16</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">1,365</TD>

   <TD COLSPAN="2" STYLE="text-align: right">1,358,176</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Petco Animal Supplies, Inc., Term</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Loan B, 4.50%, 11/24/17</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="text-align: right; padding-right: 9">2,123</TD>

   <TD COLSPAN="2" STYLE="text-align: right">2,093,613</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-align: left">Things Remembered, Inc., New</TD>

   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="2" STYLE="text-indent: 7.2pt; text-align: left">Term Loan B, 8.00%, 5/30/18</TD>

   <TD STYLE="text-align: right; padding-right: 9">680</TD>

   <TD COLSPAN="2" STYLE="text-align: right">666,400</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>
<!-- Field: Page; Sequence: 9; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 12pt; padding-bottom: 6pt; border-top: Black 1px solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2012</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->8<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<A name="page_9"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>
<TR vAlign=bottom>
   <TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 12pt; color: rgb(57,76,135)"><FONT STYLE="font-size: 12pt; color: #000080">Consolidated Schedule of Investments </FONT><FONT STYLE="font-size: 9pt; color: #000080">(continued)</FONT></TD>
   <TD NOWRAP STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock Floating Rate Income Strategies Fund,
   Inc. (FRA)<BR>
   (Percentages shown are based on Net Assets)</B></FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: center">&nbsp;</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: center; padding-right: 9"><b>Par<BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: center; padding-right: 4"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Floating Rate Loan Interests (b)</b></TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Specialty Retail (concluded)</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Toys &#8216;R&#8217; Us Delaware, Inc.:</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left; width: 56%">Term Loan, 6.00%, 9/01/16 </TD>

    <TD STYLE="width: 13%; text-align: center; vertical-align: bottom">USD</TD>
   <TD STYLE="text-align: right; padding-right: 9; width: 14%">708</TD>

   <TD STYLE="text-align: left; padding-right: 4; width: 4%; vertical-align: bottom">$</TD>
   <TD STYLE="text-align: right; padding-right: 4; width: 11%">691,025</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B2, 5.25%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">5/25/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">396</TD>

   <TD COLSPAN="2" STYLE="text-align: right; padding-right: 4">378,180</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B3, 5.25%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">5/25/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">420</TD>

   <TD COLSPAN="2" STYLE="text-align: right; padding-right: 4">397,950</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">The Yankee Candle Co., Inc., New</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Term Loan B, 5.25%, 4/02/19</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">1,380</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 4">1,369,305</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 4">15,198,485</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Textiles, Apparel &amp; Luxury Goods &#8212; 0.7%</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Ascend Performance Materials</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">LLC, Term Loan B, 6.75%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">4/10/18</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">2,000</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 4">1,943,340</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Wireless Telecommunication Services &#8212; 2.3%</FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Crown Castle International Corp.,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.19pt; text-align: left">Term Loan B, 4.00%, 1/31/19</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">2,055</TD>

   <TD COLSPAN="2" STYLE="text-align: right; padding-right: 4">2,024,027</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">MetroPCS Wireless, Inc.:</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B-3, 4.00%,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">3/16/18</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">246</TD>

   <TD COLSPAN="2" STYLE="text-align: right; padding-right: 4">238,752</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Tranche B-2 Term Loan,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 21.36pt; text-align: left">4.07%, 11/03/16</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">974</TD>

   <TD COLSPAN="2" STYLE="text-align: right; padding-right: 4">950,809</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Vodafone Americas Finance 2, Inc.:</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>


<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan, 6.88%, 8/11/15 (e)</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">2,093</TD>

   <TD COLSPAN="2" STYLE="text-align: right; padding-right: 4">2,124,787</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 14.16pt; text-align: left">Term Loan B, 6.25%, 7/11/16</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9">722</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 4">732,703</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 4">6,071,078</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 2px solid; text-align: left; font-weight: bold">Total Floating Rate Loan Interests &#8211; 123.4%</TD>

    <TD STYLE="border-bottom: #000000 2px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 2px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 2px solid; text-align: right; padding-right: 4">333,496,060</TD></TR>

<TR>

   <TD COLSPAN="5" STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Other Interests (g)</b></TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">&nbsp;</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-indent: 7.32pt; text-align: center; padding-right: 9"><b>Beneficial <BR>Interest <BR>(000)</b></TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Chemicals &#8212; 0.0%</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Wellman Holdings, Inc., Litigation</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">Trust Certificate</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">4,750</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 4">48</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Diversified Financial Services &#8212; 0.3%</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">J.G. Wentworth LLC Preferred</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.19pt; text-align: left">Equity Interests (c)</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">&#151;(h)</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 4">742,860</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: Black 2px solid; text-align: left; font-weight: bold">Total Other Interests &#8211; 0.3%</TD>

    <TD STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: Black 2px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: Black 2px solid; text-align: right; padding-right: 4">742,908</TD></TR>                                                                                                                <TR STYLE="vertical-align: bottom">
   <TD STYLE="text-align: left; font-weight: bold">&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>
   <TD COLSPAN="2" STYLE="text-align: right; padding-right: 4">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
   <TD STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD>
   <TD STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD>
   <TD COLSPAN="2" STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD></TR>
</TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="text-align: left">&nbsp;</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: center; padding-right: 9"><b>Shares</b></TD>

   <TD COLSPAN="2" STYLE="text-indent: 5.88pt; text-align: center; padding-right: 4"><b>Value</b></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Warrants (i)</b></TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Software &#8212; 0.0%</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">HMH Holdings/EduMedia</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">(Issued/Exercisable 3/09/10,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">19 Shares for 1 Warrant, Expires</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.2pt; text-align: left">3/09/17, Strike Price $12.26)</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9; vertical-align: bottom">11,690</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 4; vertical-align: bottom">$</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 4">&#8212;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold">Total Long-Term Investments</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 2px solid; text-align: left; font-weight: bold">(Cost &#8211; $385,484,796) &#8211; 139.8%</TD>

    <TD STYLE="border-bottom: #000000 2px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 2px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 2px solid; text-align: right; padding-right: 4">378,014,332</TD></TR>

<TR> <TD COLSPAN="5" STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Short-Term Securities</b></TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">BlackRock Liquidity Funds,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">TempFund, Institutional Class,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.2pt; text-align: left">0.15% (j)(k)</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">1,637,403</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 4">1,637,403</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold">Total Short-Term Securities</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 2px solid; text-align: left; font-weight: bold">(Cost &#8211; $1,637,403) &#8211; 0.6%</TD>

    <TD STYLE="border-bottom: #000000 2px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 2px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 2px solid; text-align: right; padding-right: 4">1,637,403</TD></TR>

<TR>

   <TD COLSPAN="5" STYLE="border-bottom: rgb(57,76,135) 4pt solid">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">&nbsp;</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: center; padding-right: 9"><b>Contracts</b></TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left"><b>Options Purchased</b></TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="color: #000080">Over-the-Counter Call Options &#8212; 0.0%</FONT></TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Marsico Parent Superholdco LLC,</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">Strike Price USD 942.86, Expires</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-indent: 7.2pt; text-align: left">12/14/19, Broker Goldman Sachs</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 7.2pt; text-align: left">Bank USA (a)</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9">20</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 4">&#8212;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold">Total Options Purchased</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 4">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; font-weight: bold">(Cost &#8211; $19,556) &#8211; 0.0%</TD>

    <TD STYLE="border-bottom: #000000 1px solid; text-align: left">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 4">&#8212;</TD></TR>

<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left; font-weight: bold">Total Investments (Cost - $387,141,755*) &#8211; 140.4%</TD>

   <TD COLSPAN="2" STYLE="text-align: right; padding-right: 4">379,651,735</TD></TR>


<TR vAlign=bottom>

   <TD COLSPAN="3" STYLE="text-align: left"><B>Liabilities in Excess of Other Assets &#8211; (40.4)%</B></TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 0">(109,320,862)</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; width: 56%"><B>Net Assets &#8211; 100.0%</B></TD>

    <TD STYLE="width: 13%">&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9; width: 14%">&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 4; width: 4%; vertical-align: bottom; border-bottom: Black 2px solid">$</TD>
   <TD STYLE="text-align: right; padding-right: 4; width: 11%; border-bottom: Black 2px solid"> 270,330,873</TD></TR>                                                                                                                     <TR STYLE="vertical-align: bottom">
   <TD STYLE="text-align: left; border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 9; border-bottom: Black 1px solid">&nbsp;</TD>
   <TD STYLE="text-align: left; padding-right: 4; border-bottom: Black 1px solid; vertical-align: bottom">&nbsp;</TD>
   <TD STYLE="text-align: right; padding-right: 4; border-bottom: Black 1px solid">&nbsp;</TD></TR>
</TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">*</TD><TD>As of May 31, 2012, gross unrealized appreciation and gross
unrealized depreciation based on cost for federal income tax purposes were as follows:</TD>
</TR></TABLE>

<DIV align=left>

<TABLE BORDER="0" CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">




<TR vAlign=bottom>

   <TD STYLE="text-align: left; width: 84%">Tax cost</TD>

   <TD STYLE="text-align: left; padding-right: 4; border-bottom: Black 2px solid; vertical-align: bottom; width: 2%">$</TD>
   <TD STYLE="text-align: right; padding-right: 4; border-bottom: Black 2px solid; width: 13%"> 385,758,214</TD></TR>


<TR vAlign=bottom>

   <TD STYLE="text-align: left">Gross unrealized appreciation</TD>

   <TD STYLE="text-align: left; padding-right: 4; vertical-align: bottom">$</TD>
   <TD STYLE="text-align: right; padding-right: 4"> 5,804,143</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Gross unrealized depreciation</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">(11,910,622)</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">Net unrealized depreciation</TD>

   <TD STYLE="text-align: left; padding-right: 4; border-bottom: Black 2px solid; vertical-align: bottom">$</TD>
   <TD STYLE="text-align: right; padding-right: 0; border-bottom: Black 2px solid"> (6,106,479)</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">(a)</TD><TD>Security exempt from registration pursuant to Rule 144A under
the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional
investors.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">(b)</TD><TD>Variable rate security. Rate shown is as of report date.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">(c)</TD><TD>Non-income producing security.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">(d)</TD><TD>Represents a zero-coupon bond. Rate shown reflects the current
yield as of report date.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">(e)</TD><TD>Represents a payment-in-kind security which may pay interest/dividends
in additional par/shares.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">(f)</TD><TD>Issuer filed for bankruptcy and/or is in default of principal
and/or interest payments.</TD>
</TR></TABLE>
<!-- Field: Page; Sequence: 10; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 12pt; padding-bottom: 6pt; border-top: Black 1px solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2012</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->9<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<A name="page_10"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>
<TR vAlign=bottom>
   <TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 12pt; color: rgb(57,76,135)"><FONT STYLE="font-size: 12pt; color: #000080">Consolidated Schedule of Investments </FONT><FONT STYLE="font-size: 9pt; color: #000080">(continued)</FONT></TD>
   <TD NOWRAP STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock Floating Rate Income Strategies Fund,
   Inc. (FRA)</B></FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">(g)</TD><TD>Other interests represent beneficial interests in liquidation
trusts and other reorganization or private entities.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">(h)</TD><TD>Amount is less than $500.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">(i)</TD><TD>Warrants entitle the Fund to purchase a predetermined number
of shares of common stock and are non-income producing. The purchase price and number of shares are subject to adjustment under
certain conditions until the expiration date, if any.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">(j)</TD><TD>Investments in companies considered to be an affiliate of
the Fund during the period, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:</TD>
</TR></TABLE>

<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>



<TR vAlign=bottom>

   <TD STYLE="border-bottom: Black 1px solid; width: 22%; text-align: center; border-top: Black 1px solid"><B>Affiliate</B></TD>

   <TD STYLE="width: 20%; text-align: center; border-top: Black 1px solid; border-bottom: Black 1px solid"><B>Shares<BR>Held at<BR>August 31,<BR>2011</B></TD>

   <TD STYLE="width: 21%; text-align: center; border-top: Black 1px solid; border-bottom: Black 1px solid"><B>Net<BR>Activity</B></TD>

   <TD STYLE="width: 18%; text-align: center; border-top: Black 1px solid; border-bottom: Black 1px solid"><B>Shares<BR>Held at<BR>May 31,<BR>2012</B></TD>

   <TD STYLE="border-bottom: Black 1px solid; text-indent: 11.52pt; width: 16%; text-align: center; border-top: Black 1px solid"><B>Income</B></TD></TR>

<TR vAlign=bottom>

   <TD width="22%" align=left>BlackRock</TD>

   <TD width="20%" align=left>&nbsp;</TD>

   <TD width="21%" align=left>&nbsp;</TD>

   <TD width="18%" align=left>&nbsp;</TD>

   <TD width="16%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" width="22%" align=left>Liquidity</TD>

   <TD width="20%" align=left>&nbsp;</TD>

   <TD width="21%" align=left>&nbsp;</TD>

   <TD width="18%" align=left>&nbsp;</TD>

   <TD width="16%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" width="22%" align=left>Funds,</TD>

   <TD width="20%" align=left>&nbsp;</TD>

   <TD width="21%" align=left>&nbsp;</TD>

   <TD width="18%" align=left>&nbsp;</TD>

   <TD width="16%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" width="22%" align=left>TempFund,</TD>

   <TD width="20%" align=left>&nbsp;</TD>

   <TD width="21%" align=left>&nbsp;</TD>

   <TD width="18%" align=left>&nbsp;</TD>

   <TD width="16%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="TEXT-INDENT: 7.199pt" width="22%" align=left>Institutional</TD>

   <TD width="20%" align=left>&nbsp;</TD>

   <TD width="21%" align=left>&nbsp;</TD>

   <TD width="18%" align=left>&nbsp;</TD>

   <TD width="16%" align=left>&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD style="BORDER-BOTTOM: #000000 1px solid; TEXT-INDENT: 7.199pt" width="22%" align=left>Class</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" width="20%" align=center>5,396,667</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" width="21%" align=center>(3,759,264)</TD>

   <TD style="BORDER-BOTTOM: #000000 1px solid" width="18%" align=center>1,637,403</TD>

   <TD WIDTH="16%" STYLE="border-bottom: #000000 1px solid; text-align: center; vertical-align: bottom">$ 862</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">(k)</TD><TD>Represents the current yield as of report date.</TD>
</TR></TABLE>

<P STYLE="text-align: left; color: rgb(57,76,135); border-top: rgb(57,76,165) 2pt solid; border-bottom: rgb(57,76,165) 1pt solid; padding-top: 1pt; padding-bottom: 1pt; background-color: rgb(227,227,239)"><B>Portfolio
Abbreviations</B></P>

<P style="TEXT-ALIGN: left">To simplify the listings of portfolio holdings in the Schedule of Investments, the names and descriptions of many of the securities have been abbreviated according to the following list:</P>

<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>



<TR vAlign=bottom>

   <TD width="14%" align=left>CAD</TD>

   <TD width="85%" align=left>Canadian Dollar</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" align=left>DIP</TD>

   <TD width="85%" align=left>Debtor-In-Possession</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" align=left>EBITDA</TD>

   <TD width="85%" align=left>Earnings Before Interest, Taxes, Depreciation and Amortization</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" align=left>EUR</TD>

   <TD width="85%" align=left>Euro</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" align=left>FKA</TD>

   <TD width="85%" align=left>Formerly Known As</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" align=left>GBP</TD>

   <TD width="85%" align=left>British Pound</TD></TR>

<TR vAlign=bottom>

   <TD width="14%" align=left>USD</TD>

   <TD width="85%" align=left>US Dollar</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">&#8226;</TD><TD>Foreign currency exchange contracts as of May 31, 2012 were
as follows:</TD>
</TR></TABLE>


<DIV align=left>

<TABLE BORDER="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">



<TR vAlign=bottom>

   <TD STYLE="border-bottom: Black 1px solid; border-top: Black 1px solid; text-align: left"><B>&nbsp;</B></TD>

   <TD STYLE="border-bottom: Black 1px solid; border-top: Black 1px solid; text-align: center"><B>Currency <BR>Purchased</B></TD>

   <TD COLSPAN="2" STYLE="border-bottom: Black 1px solid; border-top: Black 1px solid; text-align: center"><B>Currency Sold</B></TD>

   <TD STYLE="border-top: Black 1px solid; border-bottom: Black 1px solid; text-align: center"><B>Counterparty&nbsp;</B></TD>

   <TD STYLE="border-bottom: Black 1px solid; border-top: Black 1px solid; text-align: center; vertical-align: bottom"><B>Settlement <BR>Date</B></TD>

   <TD COLSPAN="2" STYLE="border-bottom: Black 1px solid; border-top: Black 1px solid; text-align: center"><B>Unrealized<BR>Appreciation<BR>(Depreciation)</B></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; width: 5%">CAD</TD>

   <TD STYLE="text-align: right; width: 18%">1,500,000</TD>

   <TD STYLE="text-align: center; width: 8%">USD</TD>

   <TD STYLE="text-align: right; width: 17%">1,507,014</TD>

   <TD STYLE="text-align: center; width: 19%">UBS AG</TD>

   <TD STYLE="text-indent: 3.47pt; text-align: center; vertical-align: bottom; width: 20%">7/18/12</TD>

   <TD STYLE="width: 3%; text-align: left; vertical-align: bottom">$</TD>
   <TD STYLE="width: 9%; text-align: right">(56,212)</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">USD</TD>

   <TD STYLE="text-align: right">78,371</TD>

   <TD STYLE="text-align: center">CAD</TD>

   <TD STYLE="text-align: right">77,000</TD>

   <TD STYLE="text-align: center">Citibank NA</TD>

   <TD STYLE="text-indent: 3.47pt; text-align: center; vertical-align: bottom">7/18/12</TD>

   <TD COLSPAN="2" STYLE="text-align: right">3,897</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">USD</TD>

   <TD STYLE="text-align: right">1,472,388</TD>

   <TD STYLE="text-align: center">CAD</TD>

   <TD STYLE="text-align: right">1,500,000</TD>

   <TD STYLE="text-align: center">Citibank NA</TD>

   <TD STYLE="text-indent: 3.47pt; text-align: center; vertical-align: bottom">7/18/12</TD>

   <TD COLSPAN="2" STYLE="text-align: right">21,587</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: center">Goldman</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: center">Sachs</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: center">Capital</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">USD</TD>

   <TD STYLE="text-align: right">207,786</TD>

   <TD STYLE="text-align: center">CAD</TD>

   <TD STYLE="text-align: right">207,500</TD>

   <TD STYLE="text-align: center">Markets LP</TD>

   <TD STYLE="text-indent: 3.47pt; text-align: center; vertical-align: bottom">7/18/12</TD>

   <TD COLSPAN="2" STYLE="text-align: right">7,092</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">USD</TD>

   <TD STYLE="text-align: right">1,527,428</TD>

   <TD STYLE="text-align: center">CAD</TD>

   <TD STYLE="text-align: right">1,504,000</TD>

   <TD STYLE="text-align: center">UBS AG</TD>

   <TD STYLE="text-indent: 3.47pt; text-align: center; vertical-align: bottom">7/18/12</TD>

   <TD COLSPAN="2" STYLE="text-align: right">72,758</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: center">Goldman</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: center">Sachs</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: center">Capital</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD COLSPAN="2" STYLE="text-align: left">&nbsp;</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">USD</TD>

   <TD STYLE="text-align: right">2,467,882</TD>

   <TD STYLE="text-align: center">GBP</TD>

   <TD STYLE="text-align: right">1,546,500</TD>

   <TD STYLE="text-align: center">Markets LP</TD>

   <TD STYLE="text-indent: 3.47pt; text-align: center; vertical-align: bottom">7/18/12</TD>

   <TD COLSPAN="2" STYLE="text-align: right">84,893</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">EUR</TD>

   <TD STYLE="text-align: right">150,000</TD>

   <TD STYLE="text-align: center">USD</TD>

   <TD STYLE="text-align: right">192,648</TD>

   <TD STYLE="text-align: center">UBS AG</TD>

   <TD STYLE="text-indent: 3.47pt; text-align: center; vertical-align: bottom">7/25/12</TD>

   <TD COLSPAN="2" STYLE="text-align: right">(7,114)</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left">USD</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right">5,326,860</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 0.11pt; text-align: center; vertical-align: bottom">EUR</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: right">4,035,500</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: center">Citibank NA</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-indent: 3.47pt; text-align: center; vertical-align: bottom">7/25/12</TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right">335,368</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left; vertical-align: bottom"><b>Total</b></TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: left">&nbsp;</TD>

   <TD STYLE="text-align: center; vertical-align: bottom">&nbsp;</TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; vertical-align: bottom">$</TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: right"> 462,269</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">&#8226;</TD><TD>For Fund compliance purposes, the Fund's industry classifications
refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group
indexes, and/or as defined by Fund management. These definitions may not apply for purposes of this report, which may combine
such industry sub-classifications for reporting ease.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left">&#8226;</TD><TD>Fair Value Measurements - Various inputs are used in determining
the fair value of investments and derivative financial instruments. These inputs are categorized into a disclosure hierarchy consisting
of three broad levels for financial reporting purposes as follows:</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 20pt"></TD><TD STYLE="width: 20pt; text-align: left">&#8226;</TD><TD>Level 1 &#8212; unadjusted price quotations in active
markets/exchanges for identical assets and liabilities</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 20pt"></TD><TD STYLE="width: 20pt; text-align: left">&#8226;</TD><TD>Level 2 &#8212; other observable inputs (including, but
not limited to: quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar
assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities
(such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other
market-corroborated inputs)</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 20pt"></TD><TD STYLE="width: 20pt; text-align: left">&#8226;</TD><TD>Level 3 &#8212; unobservable inputs based on the best
information available in the circumstances, to the extent observable inputs are not available (including the Fund's own assumptions
used in determining the fair value of investments and derivative financial instruments)</TD>
</TR></TABLE>

<P style="TEXT-ALIGN: left">Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In accordance with the Fund's policy, transfers between different levels of the fair value disclosure
hierarchy are deemed to have occurred as of the beginning of the reporting period. The categorization of a value determined for investments and derivative financial instruments is based on the pricing transparency of the investment and derivative
financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of investments and derivative financial instruments and other significant
accounting policies, please refer to the Fund's most recent financial statements as contained in its semi-annual report.</P>

<P style="TEXT-ALIGN: left">The following tables summarize the inputs used as of May 31, 2012 in determining the fair valuation of the Fund's investments and derivative financial instruments:</P>

<DIV align=left>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left; border-bottom: Black 1px solid; border-top: Black 1px solid">Valuation Inputs</TD><TD STYLE="font-weight: bold; border-top: Black 1px solid; border-bottom: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid; border-top: Black 1px solid">Level 1</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid; border-top: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid; border-top: Black 1px solid">Level 2</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid; border-top: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid; border-top: Black 1px solid">Level 3</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid; border-top: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: left; border-bottom: Black 1px solid; border-top: Black 1px solid">Total</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Assets:</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">Investments:</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">Long Term</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.08pt">Investments:</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.55pt">Asset-Backed</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 40%; text-align: left; text-indent: 4.55pt">Securities</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 10%; text-align: right">&mdash;</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 10%; text-align: right">281,245</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 10%; text-align: right">4,983,315</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 10%; text-align: right">5,264,560</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.55pt">Common</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.55pt">Stocks</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">$</TD><TD STYLE="text-align: right">405,998</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">2,028,503</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">6,960</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">2,441,461</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.55pt">Corporate</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.55pt">Bonds</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">33,722,708</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">2,346,635</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">36,069,343</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.55pt">Floating Rate</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.55pt">Loan Interests</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">317,843,645</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">15,652,415</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">333,496,060</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.55pt">Other</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.55pt">Interests</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">742,908</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">742,908</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.55pt">Short-Term</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 4.55pt">Securities</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">1,637,403</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">1,637,403</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Liabilities:</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">Unfunded Loan</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-bottom: 1px">Commitments</TD><TD>&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">&mdash;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(335,804</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">&mdash;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(335,804</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left; padding-bottom: 1px">Total</TD><TD>&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">2,043,401</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">353,540,297</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">23,732,233</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">379,315,931</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD></TR>
</TABLE>
</DIV>

<P style="MARGIN: 0px">&nbsp;</P></DIV>
<!-- Field: Page; Sequence: 11; Value: 1 -->
    <DIV STYLE="margin-top: 12pt; margin-bottom: 6pt; padding-top: 12pt; padding-bottom: 6pt; border-top: Black 1px solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2012</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->10<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 12pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<A name="page_11"></A><BR>

<DIV style="PADDING-LEFT: 0%; PADDING-RIGHT: 0%">

<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>
<TR vAlign=bottom>
   <TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 12pt; color: rgb(57,76,135)"><FONT STYLE="font-size: 12pt; color: #000080">Consolidated Schedule of Investments </FONT><FONT STYLE="font-size: 9pt; color: #000080">(continued)</FONT></TD>
   <TD NOWRAP STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock Floating Rate Income Strategies Fund,
   Inc. (FRA)</B></FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<DIV align=left>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left; border-bottom: Black 1px solid; border-top: Black 1px solid">Valuation Inputs</TD><TD STYLE="font-weight: bold; border-top: Black 1px solid; border-bottom: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid; vertical-align: bottom; border-top: Black 1px solid">Level 1</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid; text-align: center; vertical-align: bottom; border-top: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid; vertical-align: bottom; border-top: Black 1px solid">Level 2</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid; text-align: center; vertical-align: bottom; border-top: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid; vertical-align: bottom; border-top: Black 1px solid">Level 3</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid; text-align: center; vertical-align: bottom; border-top: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid; vertical-align: bottom; border-top: Black 1px solid">Total</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left">Derivative Financial Instruments<SUP>1</SUP></TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Assets:</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 3.72pt">Foreign currency</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 11.75pt">exchange</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 40%; text-align: left; text-indent: 11.75pt">contracts</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 10%; text-align: right">&mdash;</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 10%; text-align: right">525,595</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 10%; text-align: right">&mdash;</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 10%; text-align: right">525,595</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Liabilities:</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 3.72pt">Foreign currency</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 11.75pt">exchange</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-bottom: 1px; text-indent: 11.75pt; border-bottom: Black 1px solid">contracts</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">&mdash;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(63,326</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">&mdash;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(63,326</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left; padding-bottom: 1px; border-bottom: Black 1px solid">Total</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">&mdash;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">462,269</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">&mdash;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">462,269</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD></TR>
</TABLE>
</DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left"><SUP>1</SUP></TD><TD>Derivative financial instruments are foreign currency exchange
contracts, which are valued at the unrealized appreciation/depreciation on the instruments.</TD>
</TR></TABLE>

<P style="TEXT-ALIGN: left">Certain of the Fund&#8217;s assets and liabilities are held at carrying amount, which approximates fair value for financial reporting purposes. As of May 31, 2012, such assets and liabilities are categorized within the
disclosure hierarchy as follows:</P>

<DIV align=left>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 10pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left; border-bottom: Black 1px solid; border-top: Black 1px solid">Valuation Inputs</TD><TD STYLE="font-weight: bold; border-top: Black 1px solid; border-bottom: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid; border-top: Black 1px solid">Level 1</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid; border-top: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid; border-top: Black 1px solid">Level 2</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid; border-top: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid; border-top: Black 1px solid">Level 3</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid; border-top: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid; border-top: Black 1px solid">Total</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Assets:</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 40%; text-align: left; text-indent: 3.11pt">Foreign currency</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 10%; text-align: right">496,197</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 10%; text-align: right">&mdash;</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 10%; text-align: right">&mdash;</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 10%; text-align: right">496,197</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 3.11pt">Cash</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">5,930,416</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">5,930,416</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Liabilities:</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-bottom: 1px; text-indent: 3.11pt; border-bottom: Black 1px solid">Loan Payable</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">&mdash;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(93,000,000</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">&mdash;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(93,000,000</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left; padding-bottom: 1px; text-indent: 3.11pt; border-bottom: Black 1px solid">Total</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">6,426,613</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(93,000,000</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">&mdash;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(86,573,387</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD></TR>
</TABLE>
</DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<P style="TEXT-ALIGN: left">There were no transfers between Level 1 and Level 2 during the period ended May 31, 2012.</P>

<P style="TEXT-ALIGN: left">The following table summarizes the valuation techniques used and unobservable inputs developed by the BlackRock Global Valuation Methodologies Committee to determine the fair value of certain of the Fund&#8217;s Level 3
investments as of May 31, 2012:</P>

<DIV align=left><TABLE BORDER="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Arial">
<TR vAlign=bottom><TD STYLE="text-align: center"><FONT STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>

   <TD COLSPAN="2" STYLE="border-bottom: Black 1px solid; text-align: center; padding-right: 9"><FONT STYLE="font-size: 9pt"><B>Value</B></FONT></TD>

   <TD STYLE="border-bottom: Black 1px solid; text-align: center; vertical-align: bottom"><FONT STYLE="font-size: 9pt"><B>Valuation Techniques</B></FONT></TD>

   <TD STYLE="text-align: center; border-bottom: Black 1px solid"><FONT STYLE="font-size: 9pt"><B>Unobservable<BR>Inputs<SUP>1</SUP></B></FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom; border-bottom: Black 1px solid"><FONT STYLE="font-size: 9pt"><B>Range of<BR>Unobservable Inputs</B></FONT></TD>

   <TD STYLE="text-align: center; border-bottom: Black 1px solid"><FONT STYLE="font-size: 9pt"><B>Weighted Average of<BR>Unobservable Inputs<SUP>2</SUP></B></FONT></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left"><FONT STYLE="font-size: 9pt"><B>Assets:</B></FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: left; padding-right: 9"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>

   <TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>

   <TD STYLE="text-align: left"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>

   <TD STYLE="text-align: left"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; width: 21%"><FONT STYLE="font-size: 9pt">Common Stocks</FONT></TD>

   <TD STYLE="width: 2%; text-align: left; padding-right: 9; vertical-align: bottom"><FONT STYLE="font-size: 9pt">$</FONT></TD>

   <TD STYLE="width: 7%; text-align: right; padding-right: 9"><FONT STYLE="font-size: 9pt"> 6,034</FONT></TD>
   <TD STYLE="text-align: left; vertical-align: bottom; width: 28%"><FONT STYLE="font-size: 9pt">Market Comparable Companies</FONT></TD>

   <TD STYLE="text-align: left; width: 14%"><FONT STYLE="font-size: 9pt">EBITDA Multiple</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom; width: 12%"><FONT STYLE="font-size: 9pt">5.0x</FONT></TD>

   <TD STYLE="text-align: center; width: 13%"><FONT STYLE="font-size: 9pt">5.0x</FONT></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left"><FONT STYLE="font-size: 9pt">Corporate Bonds</FONT></TD>

   <TD COLSPAN="2" STYLE="text-align: right; padding-right: 9"><FONT STYLE="font-size: 9pt">2,007,205</FONT></TD>

   <TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">Market Comparable Companies</FONT></TD>

   <TD STYLE="text-align: left"><FONT STYLE="font-size: 9pt">EBITDA Multiple</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font-size: 9pt">5.0x</FONT></TD>

   <TD STYLE="text-align: center"><FONT STYLE="font-size: 9pt">5.0x</FONT></TD></TR>


<TR vAlign=bottom>

   <TD STYLE="text-align: left"><FONT STYLE="font-size: 9pt">Floating Rate Loan Interests</FONT></TD>

   <TD COLSPAN="2" STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9"><FONT STYLE="font-size: 9pt">1,193,561</FONT></TD>

   <TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">Estimated Final Distribution</FONT></TD>

   <TD STYLE="text-align: left"><FONT STYLE="font-size: 9pt">Probable</FONT> Outcome</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font-size: 9pt">50%</FONT></TD>

   <TD STYLE="text-align: center"><FONT STYLE="font-size: 9pt">50%</FONT></TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left; font-weight: bold"><FONT STYLE="font-size: 9pt"><B>Total</B><SUP>3</SUP></FONT></TD>

   <TD STYLE="border-bottom: #000000 1px solid; text-align: left; padding-right: 9; vertical-align: bottom"><FONT STYLE="font-size: 9pt">$</FONT></TD>
   <TD STYLE="border-bottom: #000000 1px solid; text-align: right; padding-right: 9"><FONT STYLE="font-size: 9pt"> 3,206,800</FONT></TD>

   <TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>

   <TD STYLE="text-align: left"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>

   <TD STYLE="text-align: center; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>

   <TD STYLE="text-align: left"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left"><SUP>1</SUP></TD><TD>A change to the unobservable input may result in a significant
change to the value of the investment as follows:</TD>
</TR></TABLE>

<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>



<TR vAlign=bottom>

   <TD STYLE="border-bottom: #000000 1px solid; width: 27%; text-align: left">Unobservable Input</TD>

    <TD STYLE="width: 6%">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; width: 33%; text-align: center; vertical-align: bottom">Impact to Value if Input Increases</TD>

    <TD STYLE="width: 4%">&nbsp;</TD>
   <TD STYLE="border-bottom: #000000 1px solid; width: 30%; text-align: center; vertical-align: bottom">Impact to Value if Input Decreases</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left">EBITDA Multiple</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: center; vertical-align: bottom">Increase</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: center; vertical-align: bottom">Decrease</TD></TR>

<TR vAlign=bottom>

   <TD STYLE="text-align: left"> Probable Outcome</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: center; vertical-align: bottom">Increase</TD>

    <TD>&nbsp;</TD>
   <TD STYLE="text-align: center; vertical-align: bottom">Decrease</TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left"><SUP>2</SUP></TD><TD>Unobservable inputs are weighted based on the value of the
investments included in the range.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left"><SUP>3</SUP></TD><TD>Does not include Level 3 investments with values derived
utilizing prices from prior transactions or third party pricing information without adjustment for which such inputs are unobservable.
See above valuation input table for values of such Level 3 investments. A significant change in the unobservable inputs could
result in a significantly lower or higher value in such Level 3 investments.</TD>
</TR></TABLE>
</div></div>
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<DIV align=left>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0>
<TR vAlign=bottom>
   <TD NOWRAP STYLE="border-top: rgb(57,76,135) 4pt solid; font-size: 12pt; color: rgb(57,76,135)"><FONT STYLE="font-size: 12pt; color: #000080">Consolidated Schedule of Investments </FONT><FONT STYLE="font-size: 9pt; color: #000080">(concluded)</FONT></TD>
   <TD NOWRAP STYLE="text-align: right; border-top: rgb(57,76,135) 4pt solid; font: bold 7pt Arial, Helvetica, Sans-Serif"><FONT STYLE="font-size: 8pt; color: #000080"><B>BlackRock Floating Rate Income Strategies Fund,
   Inc. (FRA)</B></FONT></TD></TR></TABLE></DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<P style="TEXT-ALIGN: left">The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:</P>

<DIV align=left><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-collapse: collapse; width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid">&nbsp;</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid">Asset-<BR>Backed<BR>Securities</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid">Common<BR>Stocks</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid">Corporate<BR>Bonds</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid">Floating Rate<BR>Loan<BR>Interests</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid">Other<BR>Interests</TD><TD STYLE="font-weight: bold; border-bottom: Black 1px solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="font-weight: bold; text-align: center; border-bottom: Black 1px solid">Total</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-weight: bold; text-align: left">Assets:</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 40%; text-align: left; text-indent: 0pt">Opening balance, as of August 31, 2011</TD><TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">7,328,370</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">191,645</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">2,293,544</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">23,078,475</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">742,860</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD><TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%; text-align: left">$</TD><TD STYLE="width: 6%; text-align: right">33,634,894</TD><TD STYLE="width: 1%; text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 0pt"><FONT STYLE="font-size: 9pt">Transfers into Level 3<SUP>1</SUP></FONT></TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">4,441,039</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">4,441,039</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 0pt"><FONT STYLE="font-size: 9pt">Transfers out of Level 3<SUP>2</SUP></FONT></TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(12,093,024</TD><TD STYLE="text-align: left">)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(12,093,024</TD><TD STYLE="text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 0pt">Accrued discounts/premiums</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">88,479</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">60,407</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">73,800</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">222,686</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 0pt">Net realized gain (loss)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(113,969</TD><TD STYLE="text-align: left">)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">27</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(4,362,357</TD><TD STYLE="text-align: left">)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">28,942</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(4,447,357</TD><TD STYLE="text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 0pt">Net change in unrealized appreciation/</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&nbsp;</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;depreciation<SUP>3</SUP></FONT></TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">400,253</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(182,799</TD><TD STYLE="text-align: left">)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">4,610,327</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(791,183</TD><TD STYLE="text-align: left">)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">(9,784</TD><TD STYLE="text-align: left">)</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">4,026,814</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; text-indent: 0pt">Purchases</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">2,924,367</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">&mdash;</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">143,230</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">2,710,995</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">9,832</TD><TD STYLE="text-align: left">&nbsp;</TD><TD>&nbsp;</TD>
    <TD STYLE="text-align: left">&nbsp;</TD><TD STYLE="text-align: right">5,788,424</TD><TD STYLE="text-align: left">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="text-align: left; padding-bottom: 1px; text-indent: 0pt">Sales</TD><TD>&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(5,644,185</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(1,913</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(398,516</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(1,796,629</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">&mdash;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 1px solid; text-align: right">(7,841,243</TD><TD STYLE="border-bottom: Black 1px solid; text-align: left">)</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="text-align: left; padding-bottom: 2px; text-indent: 0pt"><B>Closing balance, as of May 31, 2012</B></TD><TD>&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2px solid; text-align: right">4,983,315</TD><TD STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2px solid; text-align: right">6,960</TD><TD STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2px solid; text-align: right">2,346,635</TD><TD STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2px solid; text-align: right">15,652,415</TD><TD STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2px solid; text-align: right">742,908</TD><TD STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD><TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 2px solid; text-align: left">$</TD><TD STYLE="border-bottom: Black 2px solid; text-align: right">23,732,233</TD><TD STYLE="border-bottom: Black 2px solid; text-align: left">&nbsp;</TD></TR>
</TABLE>
</DIV>

<P style="MARGIN: 0px">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left"><SUP>1.</SUP></TD><TD>As of August 31, 2011, the Fund used observable inputs in
determining the value of certain investments. As of May 31, 2012, the Fund used significant unobservable inputs in determining
the value on the same investments. As a result, investments with a beginning of period value of $4,441,039 transferred from Level
2 to Level 3 in the disclosure hierarchy.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left"><SUP>2.</SUP></TD><TD>As of August 31, 2011, the Fund used significant unobservable
inputs in determining the value of certain investments. As of May 31, 2012, the Fund used observable inputs in determining the
value on the same investments. As a result, investments with a beginning of period value of $12,093,024 transferred from Level
3 to Level 2 in the disclosure hierarchy.</TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 20pt; text-align: left"><SUP>3.</SUP></TD><TD>The change in unrealized appreciation/depreciation on investments
still held as of May 31, 2012 was $(625,268).</TD>
</TR></TABLE>

<P style="TEXT-ALIGN: left">A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets.</P></DIV>
<!-- Field: Page; Sequence: 13; Value: 1 -->
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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 12pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">Item
2 &ndash; Controls and Procedures</FONT></P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 40pt; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif">2(a)
                          &ndash; &#9;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif">The registrant's principal executive and principal
                financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls
                and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the &Prime;1940
                Act&Prime;)) are effective as of a date within 90 days of the filing of this report based on the evaluation of
                these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rule 13a-15(b) under the Securities
                Exchange Act of 1934, as amended.</FONT></TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 40pt; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif">2(b)
                          &ndash; &#9;</FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif">There were no changes
                                                  in the registrant's internal control over financial reporting (as defined in
                                                  Rule 30a-3(d) under the 1940 Act) that occurred during the registrant's last
                                                  fiscal quarter that have materially affected, or are reasonably likely to materially
                                                  affect, the registrant's internal control over financial reporting.</FONT></TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 40pt; text-align: left"><FONT STYLE="font-family: Times New Roman, Times, Serif">Item
                          3 &ndash; </FONT></TD><TD><FONT STYLE="font-family: Times New Roman, Times, Serif">Exhibits</FONT></TD>
</TR></TABLE>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 40pt; text-indent: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">Certifications
&ndash; Attached hereto</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 40pt; text-indent: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">Pursuant
to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused
this report to be signed on its behalf by the undersigned, thereunto duly authorized.</FONT></P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 40pt; text-indent: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">BlackRock
Floating Rate Income Strategies Fund, Inc.</FONT></P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 11pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 8%"><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5%"><FONT STYLE="font-family: Times New Roman, Times, Serif">By:</FONT></TD>
    <TD STYLE="width: 42%; border-bottom: Black 1px solid"><FONT STYLE="font-family: Times New Roman, Times, Serif">/s/ John M.
    Perlowski</FONT></TD>
    <TD STYLE="width: 45%"><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Times New Roman, Times, Serif">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Times New Roman, Times, Serif">Chief Executive Officer (principal executive officer)
    of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Times New Roman, Times, Serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></TD></TR>
</TABLE>
<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 40pt; text-indent: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">Date:
July 25, 2012</FONT></P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 40pt; text-indent: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">Pursuant
to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed
below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.</FONT></P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 11pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 8%"><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5%"><FONT STYLE="font-family: Times New Roman, Times, Serif">By:</FONT></TD>
    <TD STYLE="border-bottom: Black 1px solid; width: 42%"><FONT STYLE="font-family: Times New Roman, Times, Serif">/s/ John M.
    Perlowski</FONT></TD>
    <TD STYLE="width: 45%"><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Times New Roman, Times, Serif">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Times New Roman, Times, Serif">Chief Executive Officer (principal executive officer)
    of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Times New Roman, Times, Serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></TD></TR>
</TABLE>
<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 40pt; text-indent: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">Date:
July 25, 2012</FONT></P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 11pt Times New Roman, Times, Serif; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 8%"><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD STYLE="width: 5%"><FONT STYLE="font-family: Times New Roman, Times, Serif">By:</FONT></TD>
    <TD STYLE="border-bottom: Black 1px solid; width: 42%"><FONT STYLE="font-family: Times New Roman, Times, Serif">/s/ Neal J.
    Andrews</FONT></TD>
    <TD STYLE="width: 45%"><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Times New Roman, Times, Serif">Neal J. Andrews</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Times New Roman, Times, Serif">Chief Financial Officer (principal financial officer)
    of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2"><FONT STYLE="font-family: Times New Roman, Times, Serif">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></TD></TR>
</TABLE>
<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">&nbsp;</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin-top: 0; margin-bottom: 6pt; margin-left: 40pt; text-indent: 0pt"><FONT STYLE="font-family: Times New Roman, Times, Serif">Date:
July 25, 2012</FONT></P>

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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e49225ex99cert.htm
<DESCRIPTION>CERTIFICATION
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><FONT STYLE="vertical-align: baseline"><B>EX-99.
CERT</B></FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, John M. Perlowski, Chief Executive
Officer (principal executive officer) of BlackRock Floating Rate Income Strategies Fund, Inc., certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock Floating Rate Income Strategies Fund, Inc.;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in"> 2. &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;</P>



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



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



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

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

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

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

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

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



<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in"> b) &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.</P>



<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: July 25, 2012</P>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">Chief Executive Officer (principal executive
officer) of<BR>
BlackRock Floating Rate Income Strategies Fund, Inc.</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, Neal J. Andrews, Chief Financial
Officer (principal financial officer) of BlackRock Floating Rate Income Strategies Fund, Inc., certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock Floating Rate Income Strategies Fund, Inc.;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">2.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading
with respect to the period covered by this report;</P>

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

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

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

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

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

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

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: July 25, 2012</P>

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

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

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

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



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

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