<SEC-DOCUMENT>0000891092-13-000563.txt : 20130124
<SEC-HEADER>0000891092-13-000563.hdr.sgml : 20130124
<ACCEPTANCE-DATETIME>20130124152523
ACCESSION NUMBER:		0000891092-13-000563
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20121130
FILED AS OF DATE:		20130124
DATE AS OF CHANGE:		20130124
EFFECTIVENESS DATE:		20130124

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:		13545462

	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:	BLACKROCK FLOATING RATE INCOME STRATEGIES FUND INC
		DATE OF NAME CHANGE:	20061020

	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>e51574nq.htm
<DESCRIPTION>QUARTERLY REPORT
<TEXT>
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<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in"><FONT STYLE="vertical-align: baseline"><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-weight: normal; vertical-align: baseline">UNITED
STATES</FONT></P>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of fiscal year end: 08/31/2013</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of reporting period: 11/30/2012</P>

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

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

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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 54%; padding-right: 5.4pt; padding-left: 0; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; border-top: Navy 6pt solid"><FONT STYLE="font-size: 14pt">Consolidated Schedule of Investments <BR></FONT><FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">November 30, 2012 (Unaudited)</FONT></TD>
    <TD STYLE="width: 46%; padding-right: 5.4pt; padding-left: 5.4pt; border-top: Navy 6pt solid">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P> <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on Net Assets)</B></P></TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Anchorage Capital CLO Ltd., Series 2012-1A, <BR>
Class B, 3.16%, 1/13/25 (a)(b)(c)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,653,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 3pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Carlyle Global Market Strategies, Series 2012-4A, <BR>
Class D, 4.89%, 1/20/25 (a)(b)(c)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">676,774</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 3pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Fraser Sullivan CLO Ltd., Series 2012-7A, <BR>
Class C, 4.32%, 4/20/23 (a)(b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">950</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">894,606</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 3pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Goldentree Loan Opportunities VI Ltd., Series 2012-6A, <BR>
Class D, 4.53%, 4/17/22 (a)(b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,550</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,477,615</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 3pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Highbridge Loan Management Ltd., Series 2012-1A, <BR>
Class C, 5.71%, 9/20/22 (a)(b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,427,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 3pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ING Investment Management (a)(b):</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series 2012-2A, Class D, 4.99%, 10/15/22 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,550</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,495,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series 2012-4A, Class C, 4.73%, 10/15/23 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">674,380</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">LCM LP, Series 11A, Class D2, 4.27%, 4/19/22 (a)(b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,625</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,543,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Marea CLO Ltd., Series 2012-1A, Class D, 5.01%, 10/16/23 (a)(b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,650</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,501,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Octagon Investment Partners Ltd., Series 2012-1A, Class C, 4.31%, 1/15/24 (a)(b)(c)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">950</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">877,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Race Point CLO, Series 2012-6A, Class D, 4.81%, 5/24/23 (a)(b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,075</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,040,277</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Symphony CLO Ltd. (a)(b):</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series 2012-10A, Class D, 5.61%, 7/23/23 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,503,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series 2012-9A, Class D, 4.58%, 4/16/22 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,625</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,548,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">West CLO Ltd., Series 2012-1A, Class C, 5.05%, 10/30/23 (a)(b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,385</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,339,849</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Asset-Backed Securities &ndash; 3.2%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">17,655,676</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 12pt"> <P STYLE="font: bold 12pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-bottom: 12pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid">&nbsp;</P></TD>
    </TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0; text-align: center; font-weight: bold">
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Common Stocks (d)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Auto Components &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Delphi Automotive Plc </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">24,011</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">816,141</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemicals &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GEO Specialty Chemicals, Inc. </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">23,849</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10,971</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Kcad Holdings I Ltd.</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">217,833,983</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,636,805</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Electrical Equipment &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Medis Technologies Ltd. </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">260,833</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">782</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Common Stocks (d)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Metals &amp; Mining &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Euramax International</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">468</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">91,942</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Paper &amp; Forest Products &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ainsworth Lumber Co. Ltd.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">133,089</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">435,435</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ainsworth Lumber Co. Ltd. (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">346,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,132,028</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Western Forest Products, Inc. (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">84,448</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">97,765</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,665,228</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Semiconductors &amp; Semiconductor Equipment &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SunPower Corp. </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,860</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,556</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Software &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Bankruptcy Management Solutions, Inc. </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">536</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HMH Holdings/EduMedia </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">64,670</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,293,393</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,293,404</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Common Stocks &ndash; 1.0%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">5,523,829</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 12pt"> <P STYLE="font: bold 12pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-bottom: 12pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid">&nbsp;</P></TD>
    </TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Airlines &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">American Airlines Pass-Through Trust, Series 2011-2, Class A, 8.63%, 4/15/23 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">335</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">341,381</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Delta Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 6/17/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">213</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">238,974</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">580,355</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Auto Components &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Icahn Enterprises LP:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.75%, 1/15/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,300</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,397,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8.00%, 1/15/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,085</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,215,312</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,613,062</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Building Products &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Momentive Performance Materials, Inc., 8.88%, 10/15/20 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">685</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">679,863</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Capital Markets &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">E*Trade Financial Corp., 1.74%, 8/31/19 (a)(e)(f)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">129</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">114,810</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">KKR Group Finance Co. LLC, 6.38%, 9/29/20 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">80</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">93,683</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">208,493</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemicals &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GEO Specialty Chemicals, Inc., 7.50%, 3/31/15 (a)(f)(g)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,559</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,886,496</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 44%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 2 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->1<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P> <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on Net Assets)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-size: 12pt; font-weight: bold">
 <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemicals (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hexion US Finance Corp., 6.63%, 4/15/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">560</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">558,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,445,096</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Commercial Banks &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Glitnir Banki HF, 6.38%, 9/25/13 (a)(d)(h)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">365</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Commercial Services &amp; Supplies &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ARAMARK Corp., 3.81%, 2/01/15 (b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">275</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">274,312</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AWAS Aviation Capital Ltd., 7.00%, 10/17/16 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,231</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,299,119</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Brickman Group Holdings, Inc., 9.13%, 11/01/18 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">52</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">53,300</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,626,731</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Communications Equipment &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Zayo Group LLC/Zayo Capital, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8.13%, 1/01/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,470</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,605,975</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10.13%, 7/01/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,095</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,226,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,832,375</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Consumer Finance &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Inmarsat Finance Plc, 7.38%, 12/01/17 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,550</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,650,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Containers &amp; Packaging &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">OI European Group BV, 6.88%, 3/31/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">256</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">345,426</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services &mdash; 1.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ally Financial, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.50%, 12/31/13 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">20</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">21,175</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.62%, 12/01/14 (b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,950</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,942,333</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.50%, 9/15/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">160</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">192,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8.00%, 11/01/31 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">130</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">165,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reynolds Group Issuer, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.75%, 10/15/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">872</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,173,773</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.75%, 10/15/20 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,075</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,166,687</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.88%, 2/15/21 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,305</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,406,138</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,068,006</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Telecommunication Services &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ITC Deltacom, Inc., 10.50%, 4/01/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">810</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">866,700</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Energy Equipment &amp; Services &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 4pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">FTS International Services LLC/ FTS International Services, Inc., 8.13%, 11/15/18 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">498</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">512,940</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 3pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Health Care Equipment &amp; Supplies &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DJO Finance LLC, 7.75%, 4/15/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">305</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">284,413</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Health Care Providers &amp; Services &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CHS/Community Health Systems, Inc., 5.13%, 8/15/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,566</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,648,215</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HCA, Inc., 6.50%, 2/15/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,635</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,835,287</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Health Care Providers &amp; Services (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tenet Healthcare Corp.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.25%, 11/01/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">195</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">214,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8.88%, 7/01/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">550</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">616,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,314,002</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Health Care Technology &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">IMS Health, Inc., 12.50%, 3/01/18 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,540</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,186,050</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Little Traverse Bay Bands of Odawa Indians, 9.00%, 8/31/20 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">948</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">881,640</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Travelport LLC:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.04%, 9/01/14 (b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,330</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">937,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9.88%, 9/01/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">295</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">231,575</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tropicana Entertainment LLC, 9.63%, 12/15/14 (d)(h)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">120</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,050,865</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Household Durables &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Beazer Homes USA, Inc., 6.63%, 4/15/18 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">790</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">841,350</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Independent Power Producers &amp; Energy Traders &mdash; 1.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Calpine Corp., 7.25%, 10/15/17 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,917</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,051,190</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Energy Future Holdings Corp., 10.00%, 1/15/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,115</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,184,687</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Energy Future Intermediate Holding Co. LLC, 10.00%, 12/01/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,790</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,455,850</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,691,727</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Industrial Conglomerates &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sequa Corp., 13.50%, 12/01/15 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,958</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,075,875</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">IT Services &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Data Corp., 6.75%, 11/01/20 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,075</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,083,062</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Machinery &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">UR Merger Sub Corp., 5.75%, 7/15/18 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">350</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">377,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Media &mdash; 2.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AMC Networks, Inc., 7.75%, 7/15/21 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">455</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">516,425</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Checkout Holding Corp., 14.28%, 11/15/15 (a)(e)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,340</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">897,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Clear Channel Communications, Inc., 9.00%, 12/15/19 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,063</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">963,344</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Clear Channel Worldwide Holdings, Inc. (a):</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.50%, 11/15/22 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">829</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">824,855</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.50%, 11/15/22 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,240</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,251,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">NAI Entertainment Holdings LLC, 8.25%, 12/15/17 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,120</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,237,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 44%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 3 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->2<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P> <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on Net Assets)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Media (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unitymedia Hessen GmbH &amp; Co. KG, 8.13%, 12/01/17 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,340,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,031,224</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Metals &amp; Mining &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">RathGibson, Inc., 11.25%, 2/15/14 (d)(h)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,390</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EP Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">635</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">687,388</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Paper &amp; Forest Products &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Clearwater Paper Corp., 10.63%, 6/15/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">190</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">208,525</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Longview Fibre Paper &amp; Packaging, Inc., 8.00%, 6/01/16 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">685</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">717,538</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">926,063</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pharmaceuticals &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Valeant Pharmaceuticals International, 6.50%, 7/15/16 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">372</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">392,460</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Real Estate Management &amp; Development &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Realogy Corp., 7.63%, 1/15/20 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">730</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">813,950</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wireless Telecommunication Services &mdash; 2.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cricket Communications, Inc., 7.75%, 5/15/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,375</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,569,062</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Digicel Group Ltd., 8.25%, 9/01/17 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">835</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">895,538</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">iPCS, Inc., 2.44%, 5/01/13 (b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,995,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sprint Nextel Corp. (a):</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9.00%, 11/15/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,530</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,885,725</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.00%, 3/01/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,410</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,789,575</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,134,900</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Corporate Bonds &ndash; 13.6%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">76,320,251</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 12pt"> <P STYLE="font: bold 12pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-bottom: 12pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid">&nbsp;</P></TD>
    </TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Aerospace &amp; Defense &mdash; 1.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DynCorp International, Term Loan B, 6.25%, 7/07/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,281</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,285,741</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SI Organization, Inc., Term Loan B, 4.50%, 11/22/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,708</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,697,099</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Spirit Aerosystems, Inc., Term Loan B, 3.75%, 4/18/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,592</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,597,302</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">TransDigm, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Add On Term Loan B2, 4.00%, 2/14/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">854</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">857,109</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 4.00%, 2/14/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,326</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,333,333</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Aerospace &amp; Defense (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wesco Aircraft Hardware Corp., Term Loan B, 5.25%, 4/07/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,342</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,344,889</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,115,473</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Airlines &mdash; 1.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Delta Air Lines, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 3.64%, 9/16/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,560</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,458,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.50%, 4/20/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,162</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,179,869</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Airways Group, Inc., Term Loan, 2.71%, 3/21/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">244,437</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,882,906</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Auto Components &mdash; 3.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Autoparts Holdings Ltd., First Lien Term Loan, 6.50%, 7/28/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,871</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,854,865</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Federal-Mogul Corp.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 2.15%, 12/29/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,790</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,517,512</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 2.15%, 12/28/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,284</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,192,133</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">FleetPride Corp., First Lien Term Loan, 5.25%, 11/20/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,575</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,572,055</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Goodyear Tire &amp; Rubber Co., Second Lien Term Loan, 4.75%, 4/30/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,015</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,040,075</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GPX International Tire Corp. (d)(h):</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 8.37%, 3/30/12 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,097</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">0.00</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 12.00%, 3/30/12 (g)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">18</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">0.00</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Schaeffler AG, Term Loan B, 4.11%, 1/27/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,025</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,580,943</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Transtar Holding Co., First Lien Term Loan, 5.50%, 10/02/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,150</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,160,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">UCI International, Inc., Term Loan B, 5.50%, 7/26/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,474</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,479,895</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">20,398,228</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Biotechnology &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Grifols, Inc., Term Loan B, 4.50%, 6/01/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,691</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,718,395</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Building Products &mdash; 1.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Armstrong World Industries, Inc., Term Loan B, 4.00%, 3/09/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,708</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,733,578</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CPG International, Inc., Term Loan, 5.75%, 9/18/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,610</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,628,050</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wilsonart International Holdings LLC, Term Loan B, 5.50%, 10/19/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,455</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,472,275</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10,833,903</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Capital Markets &mdash; 1.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">American Capital Holdings, Term Loan, 5.50%, 8/22/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,639</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,671,987</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HarbourVest Partners LLC, Term Loan B, 4.75%, 11/21/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,675</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,677,094</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 44%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 4 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->3<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P> <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on Net Assets)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Capital Markets (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Nuveen Investments, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended First Lien Term Loan, 5.81% - 5.86%, 5/13/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,794</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,793,251</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan, 5.81% - 5.86%, 5/12/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,216</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,216,539</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan, 7.25%, 5/13/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">440</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">442,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 8.25%, 2/28/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">580</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">588,700</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,389,771</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemicals &mdash; 5.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ADS Waste Holdings, Inc., Term Loan B, 5.25%, 10/09/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,915</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,966,608</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">American Rock Salt Holdings LLC, Term Loan, 5.50%, 4/25/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,517</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,484,688</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ashland, Inc., Term Loan B, 3.75%, 8/23/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,168</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,178,369</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemtura Corp., Exit Term Loan B, 5.50%, 8/27/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,555</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,585,353</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Evergreen Acqco 1 LP, Term Loan, 5.00%, 7/09/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,536</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,537,302</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">General Chemical Corp., Term Loan, 5.00% - 5.75%, 10/06/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,596</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,594,516</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">INEOS US Finance LLC:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3-Year Term Loan, 5.50%, 5/04/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">388</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">394,232</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6-Year Term Loan, 6.50%, 5/04/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,690</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,720,434</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">MacDermid, Inc., Tranche C Term Loan, 2.30%, 4/11/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">934</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,203,544</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Nexeo Solutions LLC, Term Loan B, 5.00%, 9/08/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,498</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,449,154</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">PolyOne Corp., Term Loan, 5.00%, 12/20/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">809</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">812,325</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Styron Sarl LLC, Term Loan B, 8.00%, 8/02/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,103</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,055,977</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tronox Pigments (Netherlands) BV:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Delayed Draw Term Loan, 4.25%, 2/08/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">807</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">811,167</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 4.25%, 2/08/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,959</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,974,278</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Univar, Inc., Term Loan B, 5.00%, 6/30/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,181</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,166,820</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">28,934,767</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Commercial Banks &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Everest Acquisition LLC, Term Loan B1, 5.00%, 5/24/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,880</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,906,410</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Commercial Services &amp; Supplies &mdash; 4.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ACCO Brands Corp., Term Loan B, 4.25%, 4/30/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,830</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,850,816</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Altegrity, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 2.96%, 2/21/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">815</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">755,913</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Commercial Services &amp; Supplies (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Altegrity, Inc. (concluded):</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tranche D Term Loan, 7.75%, 2/20/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,546</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,544,298</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ARAMARK Corp.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Synthetic LC, 3.46%, 7/26/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">32</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">32,266</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B, 3.46%, 7/26/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">701</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">702,879</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan C, 3.46% - 3.61%, 7/26/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">400,551</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Letter of Credit, 3.46%, 7/26/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">46</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">46,225</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AWAS Finance Luxembourg Sarl:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 4.75%, 7/16/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,293</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,308,829</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.25%, 6/10/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,582</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,601,797</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Delos Aircraft, Inc., Term Loan B2, 4.75%, 4/12/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,840,394</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Garda World Security Corp., Term Loan B, 4.50%, 10/24/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">710</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">717,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">KAR Auction Services, Inc., Term Loan B, 5.00%, 5/19/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,130</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,161,905</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Progressive Waste Solutions Ltd., Term Loan B, 3.50%, 10/24/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,350</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,360,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Protection One, Inc., Term Loan, 5.75%, 3/21/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,448</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,461,970</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">West Corp., Term Loan B6, 5.75%, 6/29/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,910</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,968,853</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">26,753,921</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Communications Equipment &mdash; 3.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Avaya, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B3, 4.81%, 10/26/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">790</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">691,221</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 3.06%, 10/24/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,002</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,828,224</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CommScope, Inc., Term Loan, 4.25%, 1/12/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,113,298</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Telesat Canada, Term Loan A, 4.39%, 3/24/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,416,067</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Zayo Group LLC, Term Loan B, 5.25%, 7/02/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,082</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,137,730</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">18,186,540</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Construction &amp; Engineering &mdash; 0.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BakerCorp International, Inc., Term Loan B, 5.00%, 6/01/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,708</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,716,917</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Safway Services LLC, First Out Term Loan, 9.00%, 12/16/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,400,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,116,917</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Construction Materials &mdash; 2.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HD Supply, Inc., Senior Debt B, 7.25%, 10/12/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10,938</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,221,309</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 44%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 5 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->4<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P> <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on Net Assets)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Consumer Finance &mdash; 2.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">FMG America Finance, Inc., Term Loan, 5.25%, 10/18/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,910</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,927,275</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Springleaf Financial Funding Co., Term Loan, 5.50%, 5/10/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,630</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,573,282</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,500,557</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Containers &amp; Packaging &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sealed Air Corp., Term Loan, 4.00%, 10/03/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,685</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,697,638</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Consumer Services &mdash; 2.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Coinmach Service Corp., Term Loan B, 3.21%, 11/20/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,977</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,815,143</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Education Management LLC, Term Loan C3, 8.25%, 3/29/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,073</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">923,586</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Laureate Education, Inc., Extended Term Loan, 5.25%, 6/18/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,560</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,536,436</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ServiceMaster Co.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Non Extended Delayed Draw, 2.71%, 7/24/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">252</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">250,979</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Non Extended Term Loan, 2.71%, 7/24/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,530</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,520,405</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Weight Watchers International, Inc., Term Loan F, 4.00%, 3/15/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,621</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,633,279</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">13,679,828</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services &mdash; 2.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Residential Capital LLC:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DIP Term Loan A1, 5.00%, 11/18/13 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,545</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,546,069</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DIP Term Loan A2, 6.75%, 11/18/13 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">370</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">371,850</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reynolds Group Holdings Inc., Dollar Term Loan, 4.75%, 9/20/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,205</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,248,001</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Telesat LLC, Term Loan B, 4.25%, 3/28/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">783</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">787,148</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">WMG Acquisition Corp., Term Loan, 5.25%, 10/25/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,611,504</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,564,572</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Telecommunication Services &mdash; 4.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Consolidated Communications, Inc., Term Loan B3, 11/29/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,920</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,905,300</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hawaiian Telcom Communications, Inc., Term Loan B, 7.00%, 2/28/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,765</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,811,673</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Integra Telecom Holdings, Inc., Term Loan B, 9.25%, 4/15/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,177</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,168,933</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 3 Financing, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2016 Term Loan B, 4.75%, 2/01/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,530</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,530,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2019 Term Loan B, 5.25%, 8/01/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,710</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,726,937</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 4.75%, 8/01/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,830</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,869,150</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Telecommunication Services (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Telepacific Corp., Term Loan B, 5.75%, 2/23/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,108</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,066,197</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">26,078,190</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Electronic Equipment, Instruments &amp; Components &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CDW LLC, Extended Term Loan, 4.00%, 7/14/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,257</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,228,815</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Flextronics International Ltd., Delay Draw:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan A-2, 2.50%, 10/01/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">92</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">91,918</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan A-3, 2.50%, 10/01/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">79</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">78,787</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sensata Technologies Finance Co. LLC, Term Loan, 4.00%, 5/11/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,138</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,141,819</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,541,339</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Energy Equipment &amp; Services &mdash; 2.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Dynegy Midwest Generation LLC, Coal Co. Term Loan, 9.25%, 8/04/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,683</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,736,858</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Dynegy Power LLC, Gas Co. Term Loan, 9.25%, 8/04/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,249</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,340,926</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">MEG Energy Corp., Term Loan B, 4.00%, 3/16/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,183</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,200,778</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tervita Corp.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan, 6.50%, 11/14/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,528</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,527,181</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 3.21%, 11/14/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,251</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,189,404</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12,995,147</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Food &amp; Staples Retailing &mdash; 1.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Alliance Boots Holdings Ltd., Term Loan B1, 3.49%, 7/09/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,250</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,049,478</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pilot Travel Centers LLC, Term Loan B2, 4.25%, 8/07/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,120</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,130,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Foods, Inc., Extended Term Loan B, 5.75%, 3/31/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,723</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,678,538</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,858,616</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Food Products &mdash; 2.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Advance Pierre Foods, Inc., Second Lien Term Loan, 5.75%, 7/10/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,360</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,381,830</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Del Monte Foods Co., Term Loan, 4.50%, 3/08/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,745</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,746,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Michael Foods Group, Inc., Term Loan, 4.25%, 2/23/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">696</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">699,088</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pinnacle Foods Finance LLC:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B, 3.71%, 10/03/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">183</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">183,408</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan E, 4.75%, 10/17/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,273</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,283,139</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 44%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 6 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P> <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on Net Assets)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Food Products (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Solvest Ltd. (Dole):</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B-2, 5.00% - 6.00%, 7/06/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,113</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,115,115</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan C-2, 5.00% - 6.00%, 7/06/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,991</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,995,473</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12,404,853</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Health Care Equipment &amp; Supplies &mdash; 5.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Bausch &amp; Lomb, Inc., Term Loan B, 5.25%, 5/17/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,872,968</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Biomet, Inc., Extended Term Loan B, 3.96%, 7/25/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,229</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,239,075</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BSN Medical Acquisition Holding GmbH, Term Loan B, 5.00%, 7/27/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,680</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,683,360</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DJO Finance LLC:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B2, 5.21%, 11/01/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">856</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">857,180</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B3, 6.25%, 9/15/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,582</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,598,333</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hologic, Inc., Term Loan B, 4.50%, 8/01/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,509</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,571,041</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hupah Finance, Inc., Term Loan B, 5.25% - 6.25%, 1/21/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,557</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,570,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Iasis Healthcare LLC, Term Loan, 5.00%, 5/03/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">694</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">695,569</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Immucor, Inc., Term Loan B1, 5.75%, 8/17/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,599</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,633,194</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Kinetic Concepts, Inc., Term Loan B1, 7.00%, 5/04/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,998</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,024,733</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">LHP Hospital Group, Inc., Term Loan, 9.00%, 7/03/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">933</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">939,658</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">31,685,911</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Health Care Providers &amp; Services &mdash; 5.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ardent Medical Services, Inc., Term Loan, 6.75%, 5/23/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,160</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,165,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CHG Buyer Corp., First Lien Term Loan, 5.00%, 11/22/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,995,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ConvaTec, Inc., Term Loan, 5.00%, 12/22/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,517</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,530,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DaVita, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 4.50%, 10/20/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,881</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,900,778</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 4.00%, 11/01/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,745</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,750,380</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Emergency Medical Services Corp., Term Loan, 5.25%, 5/25/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,765</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,789,611</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Genesis Healthcare Corp., Term Loan B, 10.75%, 9/25/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">740</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">712,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Harden Healthcare LLC:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Add on Term Loan A, 7.75%, 3/02/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,876</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,818,135</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan A, 8.50%, 3/02/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,134</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,111,333</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Health Care Providers &amp; Services (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HCA, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B3, 3.46%, 5/01/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,139</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,139,210</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tranche B-2 Term Loan, 3.61%, 3/31/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">827</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">827,256</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">inVentiv Health, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Combined Term Loan, 6.50%, 8/04/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">956</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">901,201</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B-3, 6.75%, 5/15/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,046</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,994,936</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Medpace, Inc., Term Loan, 6.50% - 7.25%, 6/16/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,306</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,190,521</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sheridan Holdings, Inc., First Lien Term Loan, 6.00%, 6/29/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,317</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,325,338</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Renal Care, Inc., First Lien Term Loan, 6.25%, 7/02/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,249</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,271,856</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Vanguard Health Holding Co. II LLC (Vanguard Health Systems, Inc.), Term Loan B, 5.00%, 1/29/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">267</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">269,048</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 3pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">29,693,303</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Health Care Technology &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">IMS Health, Inc., Term Loan B, 4.50%, 8/25/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,243</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,266,419</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">MedAssets, Inc., Term Loan, 5.00%, 11/16/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,334</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,335,205</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,601,624</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure &mdash; 7.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Alpha D2, Ltd., Extended Term Loan B2, 6.00%, 4/29/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,816</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,848,009</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Boyd Gaming Corp., Incremental Term Loan, 6.00%, 12/17/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,670</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,685,602</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B6, 5.46%, 1/26/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">844</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">756,106</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B4, 9.50%, 10/31/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,732,972</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 3.21%, 1/28/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,725</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,639,844</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 3.21%, 1/28/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-indent: 0in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,570</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,489,688</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B3, 3.22%, 4/25/17</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-indent: 0in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,085</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,106,700</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Dunkin' Brands, Inc., Term Loan B2, 4.00%, 11/23/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,417</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,437,494</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Golden Living, Term Loan, 5.00%, 5/04/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">640</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">613,135</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Harrah's Property Co., Mezzanine Term Loan, 3.20%, 2/13/13 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,260</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,576,611</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Kronos, Inc., Second Lien Term Loan, 4/24/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,505</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,505,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">OSI Restaurant Partners LLC, Term Loan B, 4.75%, 10/24/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,590</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,612,662</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 44%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 7 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->6<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P> <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on Net Assets)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sabre, Inc., Non-Extended Initial Term Loan, 2.21%, 9/30/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">238</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">237,046</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SeaWorld Parks &amp; Entertainment, Inc., Term Loan B, 4.00%, 8/17/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,871</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,883,438</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Six Flags Theme Parks, Inc., Term Loan B, 4.25%, 12/20/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,660</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,669,496</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Station Casinos, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2011 Term Loan B2, 4.21%, 6/17/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">465</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">445,433</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.50%, 9/07/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,665</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,674,162</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 3.21%, 6/17/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,532</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,485,551</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Twin River Worldwide Holdings, Inc., Term Loan, 8.50%, 11/05/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,420</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,426,089</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wendy&rsquo;s International, Inc., Term Loan B, 4.75%, 5/15/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,710</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,750,223</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">42,575,261</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Household Products &mdash; 1.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Prestige Brands, Inc., Term Loan, 5.25% - 6.25%, 1/31/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,216</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,239,563</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Spectrum Brands, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 5.00%, 11/06/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,140</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,165,875</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 5.00%, 11/06/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">920</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">926,159</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,331,597</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Independent Power Producers &amp; Energy Traders &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The AES Corp., Term Loan, 4.25%, 6/01/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,083</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,109,061</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Calpine Corp., Term Loan, 4.50%, 4/02/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">933</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">938,462</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GenOn Energy, Inc., Term Loan B, 6.50%, 12/01/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">543</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">545,296</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,592,819</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Industrial Conglomerates &mdash; 1.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sequa Corp.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan, 6.25%, 12/03/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">862</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">861,253</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 3.46% - 3.61%, 12/03/14 (a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,694</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,665,582</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,526,835</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Insurance &mdash; 1.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Asurion LLC, First Lien Term Loan, 5.50%, 5/24/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,318</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,328,477</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CNO Financial Group, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B-1, 4.25%, 9/28/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,800</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,804,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B-2, 5.00%, 9/20/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,445</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,457,225</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Insurance (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cunningham Lindsey Group, Inc., Term Loan B, 5.00%, 10/29/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,600</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,604,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,194,202</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Internet Software &amp; Services &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Web.com Group, Inc., Term Loan B, 11.00%, 10/27/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,134</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,127,874</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">IT Services &mdash; 5.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ceridian Corp., Extended Term Loan, 5.96%, 5/09/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,127</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,114,425</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Data Corp.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2018 Add-on Term Loan, 5.21%, 9/24/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,320</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,269,540</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended 2018 Term Loan B, 4.21%, 3/23/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12,624</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12,012,197</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Genpact International, Inc., Term Loan B, 4.25%, 8/30/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,530</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,556,475</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">InfoGroup, Inc., Term Loan, 5.75%, 5/25/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,225</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,080,916</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">iPayment, Inc., Term Loan B, 5.75%, 5/08/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,369</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,361,019</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">NeuStar, Inc., Term Loan B, 5.00%, 11/08/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">922</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">927,813</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">TransUnion LLC, Term Loan B, 5.50%, 2/12/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,534</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,607,369</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">30,929,754</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Leisure Equipment &amp; Products &mdash; 0.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Eastman Kodak Co., DIP Term Loan B, 8.50%, 7/19/13 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,248</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,245,506</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EB Sports Corp., Term Loan, 11.50%, 12/31/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">562</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">559,122</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">FGI Operating Company LLC, Term Loan, 5.50% - 6.50%, 4/19/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,220</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,237,121</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,041,749</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Machinery &mdash; 1.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Intelligrated, Inc., First Lien Term Loan, 6.75%, 7/30/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,017,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rexnord Corp., Term Loan B, 4.50%, 4/02/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,414</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,425,514</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Terex Corp.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 4.50%, 4/28/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,625</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,647,144</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.00%, 4/28/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">267</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">346,768</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wabash National Corp., Term Loan B, 6.00%, 5/02/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,398</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,421,929</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,858,855</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Media &mdash; 14.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Affinion Group, Inc., Term Loan B, 6.50%, 7/16/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,118</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,028,937</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AMC Entertainment, Inc., Term Loan B3, 4.75%, 2/22/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,414</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,427,550</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 44%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 8 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->7<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P> <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on Net Assets)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Media (continued) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AMC Networks, Inc., Term Loan B, 4.00%, 12/31/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,028</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,031,555</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BBHI Acquisition LLC, Term Loan B, 4.50%, 12/14/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,693</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,703,556</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Capsugel Holdings US, Inc., Term Loan B, 4.75%, 8/01/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,438</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,456,539</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Catalina Marketing Corp., Extended Term Loan B, 5.71%, 9/29/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,355</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,354,694</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cengage Learning Acquisitions, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Non-Extended Term Loan, 2.71%, 7/03/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">787</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">599,155</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tranche 1 Incremental, 7.50%, 7/03/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,721</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,391,953</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Charter Communications Operating LLC:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan C, 3.46%, 9/06/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,309</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,322,318</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 4.00%, 5/15/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,289</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,298,298</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Clarke American Corp., Term Facility B, 2.71%, 6/30/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">331</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">317,349</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Clear Channel Communications, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan A, 3.61%, 7/30/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,615</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,553,762</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 3.86%, 1/29/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,069</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,678,832</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 3.86%, 1/29/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">784</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">620,895</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cumulus Media, Inc., First Lien Term Loan, 5.75%, 9/17/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,633</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,642,832</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EMI Music Publishing Ltd., Term Loan B, 5.50%, 6/29/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,970</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,988,778</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Foxco Acquisition Sub LLC, Term Loan B, 5.50%, 7/14/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,050</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,084,313</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,235</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,242,755</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Gray Television, Inc., Term Loan B, 4.75%, 10/15/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,785</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,791,461</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Houghton Mifflin Harcourt Publishing Co., DIP Term Loan B, 7.25%, 6/01/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,895</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,857,566</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hubbard Broadcasting, Term Loan B, 5.25%, 4/28/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,702</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,703,964</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Intelsat Jackson Holdings Ltd., Term Loan B-1, 4.50%, 4/02/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10,995</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,020,994</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interactive Data Corp., Term Loan B, 4.50%, 2/12/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,841</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,871,607</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Kabel Deutschland GmbH, Term Loan F, 4.25%, 2/01/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,320</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,339,090</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Lavena Holding 4 GmbH:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 2.95%, 3/06/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">912</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,109,282</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 3.23%, 3/04/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">304</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">371,736</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">LIN Television Corp., Term Loan B, 5.00%, 12/21/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,414</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,422,275</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Media (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Nielsen Finance LLC, Class B Term Loan, 3.96%, 5/02/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,765</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,777,344</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sinclair Television Group, Inc., Term Loan B, 4.00%, 10/28/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,491</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,493,636</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Univision Communications, Inc., Extended Term Loan, 4.46%, 3/31/17</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,345</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,264,956</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">UPC Broadband Holding BV, Term Loan U, 4.11%, 12/29/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">914</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,186,740</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">UPC Financing Partnership, Term Loan T, 3.71%, 12/30/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">348</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">346,525</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">WC Luxco Sarl, Term Loan B-3, 4.25%, 3/15/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">765</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">768,786</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Weather Channel, Term Loan B, 4.25%, 2/13/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,670</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,700,847</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">WideOpenWest Finance LLC, First Lien Term Loan, 6.25%, 7/17/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,259</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,283,490</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">81,054,370</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Metals &amp; Mining &mdash; 3.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Constellium Holdco BV, Term Loan B, 9.25%, 5/25/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,254</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,254,350</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Metals USA, Inc., Term Loan, 6.25%, 11/15/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,980</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,960,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Novelis, Inc., Term Loan, 4.00%, 3/10/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,038</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,052,249</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SunCoke Energy, Inc., Term Loan B, 4.00%, 7/26/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,876</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,871,563</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Walter Energy, Inc., Term Loan B, 5.75%, 4/02/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,972</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,984,892</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Windsor Financing LLC, Term Loan B, 5.00%, 10/31/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,820</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,791,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">18,915,054</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Multiline Retail &mdash; 2.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">99<FONT STYLE="color: #222222">&cent; </FONT>Only Stores, Term Loan, 5.25%, 1/11/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,268</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,289,436</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BJ's Wholesale Club, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 5.75%, 9/26/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,805</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,825,054</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 9.75%, 3/26/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,230</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,261,980</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Dollar General Corp., Tranche B-2 Term Loan, 2.96%, 7/07/14 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,247</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,251,553</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HEMA Holding BV:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 5.11%, 1/05/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,400</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,638,694</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 2.11%, 7/06/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">596</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">725,506</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 2.86%, 7/05/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">596</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">729,381</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Neiman Marcus Group, Inc., Extended Term Loan, 4.75%, 5/16/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,870</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,869,607</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,591,211</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 44%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 9 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->8<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P> <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on Net Assets)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels &mdash; 3.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chesapeake Energy Corp., Unsecured Term Loan, 5.75%, 12/01/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,285</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,210,013</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Gibson Energy ULC, Term Loan B, 4.75%, 6/15/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,331</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,366,671</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,180</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,179,835</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Plains Exploration &amp; Production, 7-Year Term Loan B, 4.00%, 9/13/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,914,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Samson Investment Co., Second Lien Term Loan, 6.00%, 9/25/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,285</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,293,031</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Vantage Drilling Co., Term Loan, 6.25%, 10/26/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,725</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,639,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">20,603,300</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Paper &amp; Forest Products &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">NewPage Corp., DIP Term Loan, 8.75%, 3/07/13 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">900</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">899,442</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Verso Paper Finance Holdings LLC, Term Loan, 6.56% - 7.31%, 2/01/13 (g)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,018</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,009,174</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,908,616</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pharmaceuticals &mdash; 5.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Alkermes, Inc., Term Loan, 4.50%, 9/18/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">565</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">568,294</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Aptalis Pharma, Inc., Term Loan B, 5.50%, 2/10/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,887</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,885,051</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par Pharmaceutical Cos., Inc., Term Loan B, 5.00%, 9/30/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,710</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,690,986</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pharmaceutical Product Development, Inc., Term Loan B, 6.25%, 12/05/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,077</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,164,196</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Quintiles Transnational Corp., Term Loan B, 5.00%, 6/08/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,696</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,701,941</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">RPI Finance Trust, Incremental Tranche 2, 4.00%, 11/09/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">402</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">404,660</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Valeant Pharmaceuticals International, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series C Tranche B, 4.25%, 9/27/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,708,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series D Tranche B, 4.25%, 2/13/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,465</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,481,185</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Warner Chilcott Corp.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B-1, 4.25%, 3/15/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">423</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">424,659</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B-2, 4.25%, 3/15/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">556</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">559,117</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 4.25%, 3/15/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,113</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,118,234</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">29,706,423</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Professional Services &mdash; 1.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Booz Allen Hamilton, Inc., Term Loan B, 4.50%, 7/31/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,820</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,841,742</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Emdeon, Inc., Term Loan B1, 5.00%, 11/02/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,553</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,594,760</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ON Assignment, Inc., Term Loan B, 5.00%, 5/15/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,121</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,126,859</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Truven Health Analytics, Inc., Term Loan B, 5.75%, 6/01/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,638</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,637,728</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10,201,089</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Real Estate Investment Trusts (REITs) &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">iStar Financial, Inc., Term Loan, 5.75%, 9/28/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,364</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,365,237</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Real Estate Management &amp; Development &mdash; 1.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Realogy Corp.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Letter of Credit, 4.46%, 10/10/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">277</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">276,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Synthetic Letter of Credit, 3.24%, 10/10/13 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">103</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">99,760</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan, 4.46%, 10/10/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,541</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,527,174</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Stockbridge SBE Holdings LLC, Term Loan B, 13.00%, 5/02/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">380</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">375,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,278,984</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Road &amp; Rail &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Genesee &amp; Wyoming, Inc., Term Loan A, 2.50%, 9/29/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,235</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,231,912</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Road Infrastructure Investment LLC, Term Loan B, 6.25%, 3/30/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,025</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,022,288</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,254,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Semiconductors &amp; Semiconductor Equipment &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Freescale Semiconductor, Inc., Extended Term Loan B, 4.46%, 12/01/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,732</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,647,914</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">NXP BV, Term Loan A-2, 5.50%, 3/03/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,651</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,678,141</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,326,055</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Software &mdash; 3.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Blackboard, Inc., Term Loan B, 7.50%, 10/04/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">498</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">500,955</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GCA Services Group, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 9.25%, 10/22/20 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">860</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">851,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.25%, 10/22/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,920</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,911,993</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Infor US, Inc., Term Loan B2, 5.25%, 4/05/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,781</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,852,469</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sophia LP, Term Loan B, 6.25%, 7/19/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,791</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,823,175</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SS&amp;C Technologies, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B-1, 5.00%, 6/07/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,757</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,797,268</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 44%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 10 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->9<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P> <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on Net Assets)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Software (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SS&amp;C Technologies, Inc. (concluded):</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B-2, 5.00%, 6/07/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">389</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">392,821</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">WaveDivision Holdings LLC, Term Loan B, 5.50%, 8/09/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,070</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,108,375</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">21,238,456</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Specialty Retail &mdash; 6.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Academy Ltd., Term Loan, 4.75%, 8/03/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,474</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,482,434</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Bass Pro Group LLC, Term Loan, 4.00%, 11/30/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,700</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,699,514</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Burlington Coat Factory Warehouse Corp., Term Loan B1, 5.50%, 2/23/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">670</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">674,624</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">David's Bridal, Inc., Term Loan B, 5.00%, 10/11/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,990</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,970,050</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Equinox Fitness Clubs, First Lien Term Loan, 5.75%, 11/16/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,965</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,960,088</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Gymboree Corp., Initial Term Loan, 5.00%, 2/23/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">256</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">246,554</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Harbor Freight Tools USA, Inc., Term Loan B, 5.50%, 11/14/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,000</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,011,647</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Jo-Ann Stores, Inc., Term Loan, 4.75%, 3/16/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,277</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,277,220</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Leslie's Poolmart, Inc., Term Loan B, 5.25%, 10/28/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,004</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,011,310</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Michaels Stores, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B3, 4.88% - 4.94%, 7/29/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,350</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,362,661</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 4.88% - 4.94%, 7/29/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,736</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,760,244</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Party City Holdings Inc., Term Loan B, 5.75%, 7/26/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,005</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,040,044</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">PETCO Animal Supplies, Inc., Term Loan, 4.50%, 11/24/17 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,280</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,298,501</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Things Remembered, Inc., Term Loan B, 8.00%, 5/24/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,370</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,342,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Toys &lsquo;R&rsquo; Us Delaware, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B2, 5.25%, 5/25/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">832</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">811,118</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 6.00%, 9/01/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,130</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,112,872</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B3, 5.25%, 5/25/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">418</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">407,716</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Yankee Candle Co., Inc., Term Loan B, 5.25%, 4/02/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,771</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,795,904</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">38,265,101</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Textiles, Apparel &amp; Luxury Goods &mdash; 1.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,015</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,934,529</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wolverine Worldwide, Inc., Term Loan B, 4.00%, 7/31/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,340</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,353,174</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,287,703</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Thrifts &amp; Mortgage Finance &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Insight Global, Inc., First Lien Term Loan, 6.00%, 10/31/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,960</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,950,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wireless Telecommunication Services &mdash; 2.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cricket Communications, Inc., Term Loan, 4.75%, 10/10/19 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,135</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,144,352</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">MetroPCS Wireless, Inc.:</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B-3, 4.00%, 3/16/18 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">287</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">287,294</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tranche B-2 Term Loan, 4.07%, 11/03/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,938</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,946,096</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Vodafone Americas Finance 2, Inc. (g):</FONT></TD>
    <TD COLSPAN="7" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 6.88%, 8/11/15 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,870</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,987,801</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 6.25%, 7/11/16 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,238</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,271,531</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,637,074</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Floating Rate Loan Interests &ndash; 127.0%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">710,522,137</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 12pt"> <P STYLE="font: bold 12pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-bottom: 12pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid">&nbsp;</P></TD>
    </TR>
<TR><TD COLSPAN="4" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom">

        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; text-align: center; margin-bottom: 0">Beneficial</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; text-align: center; margin-bottom: 0">Interest</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; text-align: center; margin-bottom: 0">(000)</P>
       </TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD><TD COLSPAN="3" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom"> <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Other Interests (i)</P></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Auto Components &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Intermet Liquidating Trust, Class A (d)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">256</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemicals &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wellman Holdings, Inc., Litigation Trust Certificate</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,750</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">98</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">J.G. Wentworth LLC Preferred Equity Interests (d)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,930,130</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Buffets, Inc. (d)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">360</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Household Durables &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Stanley Martin, Class B Membership Units</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,728,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Other Interests &ndash; 0.6%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">3,658,982</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 44%">&nbsp;</TD>
    <TD STYLE="width: 6%">&nbsp;</TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 11 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->10<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P> <P STYLE="color: navy; font: 7pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><B>(Percentages shown are based on Net Assets)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 2pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Preferred Securities </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Preferred Stocks &ndash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ally Financial, Inc., 7.00% (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">86</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">83,732</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-bottom: 12pt"> <P STYLE="font: bold 12pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-bottom: 12pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid">&nbsp;</P></TD>
    </TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trust Preferreds 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GMAC Capital Trust I, Series 2, 8.13%, 2/15/40 (b)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">46,500</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,206,602</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Preferred Securities &ndash; 0.2%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">1,290,334</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-bottom: 12pt"> <P STYLE="font: bold 12pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-bottom: 12pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid">&nbsp;</P></TD>
    </TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Warrants (j)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Software &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Bankruptcy Management Solutions, Inc. (Expires 9/28/17)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">358</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HMH Holdings/EduMedia (Issued/Exercisable 3/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price $42.27)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,406</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 3pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 3pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Warrants &ndash; 0.0%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Long-Term Investments</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Cost &ndash; $817,608,773*) &ndash; 145.6% </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">814,975,932</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; padding-bottom: 12pt"> <P STYLE="font: bold 12pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-bottom: 12pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid">&nbsp;</P></TD>
    </TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: top; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Short-Term Securities </FONT></TD>
    <TD COLSPAN="5" STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.15% (k)(l)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,620,804</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,620,804</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Short-Term Securities</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Cost &ndash; $1,620,804) &ndash; 0.3% </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">1,620,804</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="12" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="width: 49%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 5%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; text-align: right; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Contracts</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 6pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 6pt; text-align: center; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; font-weight: bold">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Options Purchased </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 2pt; color: navy; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Over-the-Counter Call Options &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; font-weight: bold">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Marsico Parent Superholdco LLC, Strike Price USD 942.86, Expires 12/14/19, Broker Goldman Sachs Group, Inc. </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">44</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Options Purchased</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Cost &ndash; $43,022) &ndash; 0.0% </FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-top: 3pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Investments<FONT STYLE="font-weight: normal"> </FONT>(Cost - $819,272,599*) &ndash; 145.9% </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">816,592,013</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 3pt; padding-left: 0.1in; text-indent: -0.1in; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Liabilities in Excess of Other Assets &ndash; (45.9)%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; padding-left: 0.1in; text-indent: -0.1in; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">(256,931,450)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 3pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Net Assets &ndash; 100.0%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 3pt; text-align: right; font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">559,660,563</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-bottom: 3pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 2pt; margin-top: 0pt; margin-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD STYLE="width: 52%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 13%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 1%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD>
    <TD STYLE="width: 24%">&nbsp;</TD>
    <TD STYLE="width: 2%">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 4%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">*</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 96%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">As of November 30, 2012, gross unrealized appreciation and gross unrealized depreciation based on cost for federal income tax purposes were as follows:</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 4%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 66%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tax cost  </FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 2%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 26%; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">818,425,194</FONT></TD>
    <TD STYLE="width: 2%; font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 2pt; margin-top: 0pt; margin-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Gross unrealized appreciation  </FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">17,154,528</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Gross unrealized depreciation  </FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(18,987,709)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="5" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 1pt; margin-top: 0pt; margin-bottom: 0pt"></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> </FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Net unrealized depreciation </FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(1,833,181)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt"><HR ALIGN="RIGHT" NOSHADE STYLE="color: Black; width: 65pt; height: 2pt; margin-top: 0pt; margin-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 4%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(a)</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 96%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(b)</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Variable rate security. Rate shown is as of report date.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(c)</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">When-issued security. Unsettled when-issued transactions were as follows:</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unrealized Appreciation</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Deutsche Bank AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">877,800</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">JPMorgan Chase &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,653,750</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wells Fargo &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">676,774</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10,899</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD STYLE="width: 143px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 6px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 52px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 34px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 47px">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="width: 94px">&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 4%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(d)</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 96%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Non-income producing security.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(e)</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Represents a zero-coupon bond. Rate shown reflects the current yield as of report date.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(f)</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Convertible security.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(g)</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Represents a payment-in-kind security which may pay interest/dividends in additional par/shares.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(h)</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Issuer filed for bankruptcy and/or is in default of principal and/or interest payments.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(i)</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(j)</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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 of the warrants, if any.</FONT></TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 12 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->11<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%; vertical-align: top"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 4%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(k)</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 96%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Investments in issuers considered to be an affiliate of the Fund during the period ended November 30, 2012, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:</FONT></TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="20" STYLE="font-size: 2pt; position: relative; top: -3pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">  </FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Affiliate</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Held at</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">August 31, <BR>
2012</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Net</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Activity</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Held at</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">November&nbsp;30, 2012</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Income</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="20" STYLE="font-size: 2pt; position: relative; top: -3pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">  </FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BlackRock Liquidity Funds, TempFund, Institutional Class</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,779,337</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(158,533)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,620,804</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">964</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="3" STYLE="font-size: 2pt; position: relative; top: -3pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">  </FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; width: 4%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(l)</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 94%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Represents the current yield as of report date.</FONT></TD>
    <TD STYLE="width: 2%; font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
</TABLE>

<P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 12pt 0 0; background-color: #BFD5EB; border-top: Black 0.5pt solid; border-bottom: Black 0.5pt solid">Portfolio
Abbreviations</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 6pt">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>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Canadian Dollar</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DIP</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Debtor-In-Possession</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EBITDA</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Earnings Before Interest Taxes Depreciation and Amortization</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Euro</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">FKA</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Formerly Known As</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">British Pound</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">TBA</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">To Be Announced</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Dollar</FONT></TD></TR>
<TR>
    <TD STYLE="width: 4%">&nbsp;</TD>
    <TD STYLE="width: 12%">&nbsp;</TD>
    <TD STYLE="width: 84%">&nbsp;</TD></TR>
</TABLE>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 2%; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 98%; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Foreign currency exchange contracts as of November 30, 2012 were as follows:</FONT></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font-size: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> </FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Currency</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Purchased</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Currency</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sold</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Settlement</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unrealized</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Appreciation</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Depreciation)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font-size: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> </FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">911,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">914,921</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Citigroup, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1/16/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,347</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">145,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">144,806</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">UBS AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1/16/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,032</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">846,008</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">840,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Goldman Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1/16/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,150</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,577,304</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,520,500</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">UBS AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1/16/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">42,228</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,689,111</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,925,500</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Goldman Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1/16/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,388</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,980,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,567,618</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Royal Bank of Scotland Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,804</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,570,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,015,183</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Royal Bank of Scotland Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">27,738</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">334,642</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">258,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">UBS AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(1,074)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12,597,328</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,606,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">UBS AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1/23/13</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">97,773</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font-size: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> </FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; font-weight: normal; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">181,386</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font-size: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> </FONT></TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 2%; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 98%; padding-top: 3pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit default swaps - sold protection outstanding as of November 30, 2012 were as follows:</FONT></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="17" STYLE="font-size: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> </FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Issuer</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Receive</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Fixed</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rate</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Expiration</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit Rating<SUP>1</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Notional</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Amount</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)<SUP>2</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 4pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unrealized Appreciation </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="17" STYLE="font-size: 2pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> </FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; width: 2%; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 14%; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 1%; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 7%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 1%; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 26%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">JPMorgan Chase &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 1%; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 12%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12/20/15</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 1%; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 7%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CCC</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 1%; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 5%; border-bottom: Black 1pt solid; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 1%; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 6%; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">538</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 2%; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 12%; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">16,917</FONT></TD>
    <TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; border-bottom: Black 1pt solid">&nbsp;</TD></TR>
<TR>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><SUP>1 </SUP>Using Standard &amp; Poor&rsquo;s rating.</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><SUP>2 </SUP>The maximum potential amount the Fund may pay should
a negative credit event take place as defined under the terms of the agreement.</P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>


<!-- Field: Page; Sequence: 13 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->12<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%; vertical-align: top"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 15pt; text-align: right">&bull;</TD><TD STYLE="width: 5pt"></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>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 15pt; text-align: right">&bull;</TD><TD STYLE="width: 5pt"></TD><TD>Fair Value Measurements - Various inputs are used in determining the fair value of
investments and derivative financial instruments. These inputs to valuation techniques are categorized into a disclosure hierarchy
consisting of three broad levels for financial reporting purposes as follows:</TD>
</TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 35pt; text-align: right">&bull;</TD><TD STYLE="width: 5pt"></TD><TD>Level 1 &mdash; unadjusted price quotations in active markets/exchanges for identical
assets and liabilities that the Fund has the ability to access</TD>
</TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 35pt; text-align: right">&bull;</TD><TD STYLE="width: 5pt"></TD><TD>Level 2 &mdash; other observable inputs (including, but not limited to, quoted prices
for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in
markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest
rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated
inputs)</TD>
</TR></TABLE>

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

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 35pt; text-align: right">&bull;</TD><TD STYLE="width: 5pt"></TD><TD>Level 3 &mdash; unobservable inputs based on the best information available in the
circumstances, to the extent observable inputs are not available (including the Fund's own assumptions used in determining the
fair value of investments and derivative financial instruments)</TD>
</TR></TABLE>

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

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">The hierarchy gives the highest priority to unadjusted quoted prices
in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level
3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized
in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for
disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety is determined
based on the lowest level input that is significant to the fair value measurement in its entirety.</P>

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

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">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 instrument 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 annual report.</P>

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

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">The following tables summarize the Fund's investments and derivative financial instruments categorized in the disclosure hierarchy as of November 30, 2012: </P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; width: 3%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; width: 25%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; width: 3%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 1</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; width: 3%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 2</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; width: 3%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 3</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; width: 3%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Assets:</FONT></TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Investments:</FONT></TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Long Term Investments:</FONT></TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,531,550</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">15,124,126</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">17,655,676</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Common Stocks </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">542,538</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,040,111</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,941,180</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,523,829</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">73,552,115</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,768,136</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">76,320,251</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">632,127,284</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">78,394,853</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">710,522,137</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Other Interests </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,658,982</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,658,982</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Preferred Securities </FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,206,602</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">83,732</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,290,334</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Short-Term Securities </FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,620,804</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,620,804</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unfunded loan commitments</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,700</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,700</FONT></TD>
  </TR>
  <TR>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,369,944</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">710,336,492</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">102,887,277</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; text-indent: 0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">816,593,713</FONT></TD>
  </TR>
  <TR>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
  </TR>
</TABLE>



<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">

  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font-weight: bold; border-top: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-weight: bold; text-align: center; border-top: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 1</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-weight: bold; border-top: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-weight: bold; text-align: center; border-top: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 2</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-weight: bold; border-top: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-weight: bold; text-align: center; border-top: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 3</FONT></TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-weight: bold; border-top: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-bottom: Black 1pt solid; font-weight: bold; text-align: center; border-top: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-weight: normal"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Derivative Financial Instruments<SUP>1</SUP></FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: normal">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Assets:</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="width: 25%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit contracts </FONT></TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="text-align: right; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right; width: 3%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="text-align: right; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">16,917</FONT></TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="text-align: right; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right; width: 3%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="text-align: right; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">16,917</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> </FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Foreign currency exchange contracts </FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">182,460</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">182,460</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Liabilities:</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold; text-align: center">&nbsp;</TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> </FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Foreign currency exchange contracts </FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(1,074)</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(1,074)</FONT></TD>
  </TR>
  <TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> 198,303</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-indent: 0.1in; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"> 198,303</FONT></TD>
  </TR>
  <TR>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
  </TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in; text-indent: -0.05in"><SUP>1</SUP> Derivative financial
instruments are swaps, foreign currency exchange contracts and options. Swaps and foreign currency exchange contracts are valued
at the unrealized appreciation/depreciation on the instrument and options are shown at value.</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.05in; text-indent: -0.05in">&nbsp;</P>

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

<!-- Field: Page; Sequence: 14 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->13<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD><TD STYLE="text-align: right; width: 50%; vertical-align: top"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Certain of the Fund&rsquo;s assets and liabilities are held at carrying
amount, which approximates fair value for financial reporting purposes. As of November 30, 2012 such assets and liabilities are
categorized within the disclosure hierarchy as follows:</P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: bottom">
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 1</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 2</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 3</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-weight: bold; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Assets:</B></FONT></TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cash</FONT></TD>
    <TD><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="padding-left: 2.15pt; text-align: right; text-indent: -2.15pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">28,890</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="padding-left: 2.15pt; text-align: right; text-indent: -2.15pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">28,890</FONT></TD>
  </TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2">Foreign currency at value</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="padding-left: 2.15pt; text-align: right; text-indent: -2.15pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">26,546</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD>&nbsp;</TD>
    <TD STYLE="text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="text-align: right">&nbsp;</TD>
    <TD STYLE="padding-left: 2.15pt; text-align: right; text-indent: -2.15pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">26,546</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Liabilities:</B></FONT></TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
    <TD STYLE="font-weight: bold">&nbsp;</TD>
  </TR>
<TR STYLE="vertical-align: bottom">

    <TD STYLE="width: 25%">


      <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Loans payable</P>
    </TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD STYLE="padding-left: 2.15pt; text-align: right; text-indent: -2.15pt; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="text-align: right; width: 3%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="text-align: right; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(211,000,000)</FONT></TD>
    <TD STYLE="width: 3%">&nbsp;</TD>
    <TD STYLE="text-align: right; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="text-align: right; width: 3%">&nbsp;</TD>
    <TD STYLE="padding-left: 2.15pt; text-align: right; text-indent: -2.15pt; width: 15%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(211,000,000)</FONT></TD>
  </TR>
  <TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">55,436</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(211,000,000)</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(210,944,564)</FONT></TD>
  </TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">There were no transfers between Level 1 and Level 2 during the period
ended November 30, 2012.</P>

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

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">A reconciliation of Level 3 investments is presented when the Fund
had a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. The following
table is a reconciliation of Level 3 investments for which significant unobservable inputs were used to determine fair value:</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 38%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 13%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-weight: bold; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Asset-Backed Securities</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 9%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-weight: bold; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Common Stocks</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 10%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-weight: bold; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Corporate Bonds</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 10%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-weight: bold; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Floating Rate Loan Interests</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 10%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-weight: bold; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Other Interests</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 10%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; font-weight: bold; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 1.45pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Assets:</B></FONT></TD>
    <TD STYLE="padding-left: 1.45pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="padding-left: 1.45pt; font-weight: bold">&nbsp;</TD>
    <TD STYLE="padding-left: 1.45pt">&nbsp;</TD>
    <TD STYLE="padding-left: 1.45pt">&nbsp;</TD>
    <TD STYLE="padding-left: 1.45pt">&nbsp;</TD>
    <TD STYLE="padding-left: 1.45pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Opening Balance, as of August 31, 2012</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$7,043,642</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$6,034</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$2,355,204</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$23,180,519</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$835,765</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$33,421,164</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Transfers into Level 3<SUP>1</SUP> </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">788,716 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">13,313,939 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">14,102,655 </FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Transfers out of Level 3<SUP>1</SUP> </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(6,936,046)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(6,936,046)</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Accrued discounts/premiums </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">22,411 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">27,137 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">60,851 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">110,399 </FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Net realized gain (loss) </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">270,089 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">291,984 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">59,818 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">621,891 </FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 4.5pt; text-indent: -4.5pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Net change in unrealized appreciation/depreciation<SUP>2</SUP> </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">631,007 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,943,247)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,429,970)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,329,021)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(3,226,166)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(7,297,397)</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Purchases </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">11,123,087 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,089,677 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,276,731 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">53,212,156 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,049,383 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">77,751,034 </FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sales </FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(3,966,110)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,752,950)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(3,167,363)</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(8,886,423)</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-left: 1.45pt; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Closing Balance, as of November 30, 2012</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$15,124,126</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$2,941,180</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$2,768,136</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$78,394,853</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$3,658,982</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-left: 1.45pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$102,887,277</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="text-align: left; width: 2%; vertical-align: top"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT></TD>
    <TD STYLE="text-align: left; width: 98%; vertical-align: top"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Transfers into and transfers out of Level 3 represent the values as of the beginning of the reporting period. As of August 31, 2012, the Fund used observable inputs in determining the value of certain investments. As of November 30, 2012, the Fund used significant unobservable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $14,102,665 transferred from Level 2 to Level 3 in the disclosure hierarchy. As of August 31, 2012, the Fund used significant unobservable inputs in determining the value of certain investments. As of November 30, 2012, the Fund used observable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $6,936,046 transferred from Level 3 to Level 2 in the disclosure hierarchy.</FONT></TD></TR>
<TR>
    <TD STYLE="text-align: left; vertical-align: top"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>2</SUP></FONT></TD>
    <TD STYLE="text-align: left; vertical-align: top"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The change in unrealized appreciation/depreciation on investments still held as of November 30, 2012 was $(7,116,498).</FONT></TD></TR>
</TABLE>

<!-- Field: Page; Sequence: 15 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 3pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: right; width: 50%">NOVEMBER 30, 2012&nbsp;&nbsp;&nbsp;<!-- Field: Sequence; Type: Arabic; Name: PageNo -->14<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="border-top: Navy 6pt solid;width: 100%; font: 10pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 50%"><FONT STYLE="font-size: 14pt; color: navy">Consolidated Schedule of Investments</FONT> <FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(concluded)</FONT></TD><TD STYLE="text-align: right; width: 50%; vertical-align: top"><P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">The following table summarizes the valuation techniques used and unobservable
inputs developed by the BlackRock Global Valuation Methodologies Committee (&ldquo;Global Valuation Committee&rdquo;) to determine
the value of certain of the Fund&rsquo;s Level 3 investments as of November 30, 2012. The table does not include Level 3 investments
with values derived utilizing transaction prices from recent prior transactions or third party pricing information without adjustment
for which such inputs are also unobservable. A significant change in third party pricing information could result in a significantly
lower or higher value of such Level 3 investments. The value of Level 3 investments derived using prices from prior transactions
and/or third party pricing information is $87,943,013.</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 20%; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; width: 13%; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Value</B></P></TD>
    <TD STYLE="vertical-align: bottom; width: 24%; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>&nbsp;</B></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Valuation Techniques</B></P></TD>
    <TD STYLE="vertical-align: bottom; width: 18%; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Unobservable</B></P>
        <P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><FONT STYLE="font-size: 8pt"><B>Inputs</B></FONT><FONT STYLE="font-size: 1pt">P</FONT><FONT STYLE="font-size: 8pt"><B><SUP>1</SUP></B></FONT></P></TD>
    <TD STYLE="vertical-align: bottom; width: 11%; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Range of Unobservable Inputs</B></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Utilized</B></P></TD>
    <TD STYLE="vertical-align: bottom; width: 14%; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-size: 12pt; font-weight: bold; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Weighted Average of Unobservable Inputs</B></FONT><FONT STYLE="font-size: 1pt">P</FONT><FONT STYLE="font-size: 8pt"><B><SUP>2</SUP></B></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Assets:</B></FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Common Stocks</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$ 1,647,776</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EBITDA Multiple</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.0 &ndash; 6.70x</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6.68x</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Forward EBITDA Multiple</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.4x</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.4x</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Illiquidity Discount</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">20%</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">20%</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Proforma Revenue Increase</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">42.77%</P></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">42.77%</P></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Corporate Bonds</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,886,496</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EBITDA Multiple</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.0x</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">5.0x</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Illiquidity Discount</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">20%</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">20%</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Proforma Revenue Increase</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">42.77%</P></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">42.77%</P></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests.</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9,681,242</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Illiquidity Discount</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">50%</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">50%</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Yield</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.64%</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">9.64%</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cost</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">N/A<SUP>3</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#151;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Other Interests</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,728,750</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tangible Book Value Multiple</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1.70x</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1.70x</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-size: 12pt; font-weight: bold"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT><FONT STYLE="font-size: 1pt">P</FONT></TD>
    <TD STYLE="border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$14,944,264</FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 1pt">P</FONT><FONT STYLE="font-size: 8pt"><SUP>1</SUP></FONT><FONT STYLE="font-size: 1pt">P</FONT><FONT STYLE="font-size: 8pt">
A change to the unobservable input may result in a significant change to the value of the investment as follows:</FONT></P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 23%; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-weight: bold; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Unobservable Input</B></FONT></TD>
    <TD STYLE="width: 8%; padding-right: 5.4pt; padding-left: 5.4pt; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="width: 29%; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-weight: bold; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Impact to Value if Input Increases</B></FONT></TD>
    <TD STYLE="width: 3%; padding-right: 5.4pt; padding-left: 5.4pt; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="width: 37%; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-weight: bold; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Impact to Value if Input Decreases</B></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EBITDA Multiple</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Forward EBITDA Multiple</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Illiquidity Discount</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Proforma Revenue Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Yield</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Tangible Book Value Multiple</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
</TABLE>
<P STYLE="font: 1pt Arial, Helvetica, Sans-Serif; margin: 0">P</P>

<P STYLE="font: 1pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 1pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 1pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 1pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 1pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 1pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 1pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="font-size: 8pt"><SUP>2 </SUP>U</FONT><FONT STYLE="font-size: 1pt">U</FONT><FONT STYLE="font-size: 8pt">nobservable
inputs are weighted based on the value of the investments included in the range.</FONT></P>

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

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><SUP>3</SUP> The Fund fair values certain of its Level 3 investments
using prior transaction prices (acquisition cost), although the transaction may not have occurred during the current reporting
period. In such cases, these investments are generally privately held investments. There may not be a secondary market, and/or
there are a limited number of investors. The determination to fair value such investments at cost is based upon factors consistent
with the principles of fair value measurement that are reasonably available to the Global Valuation Committee, or its delegate.
Valuations are reviewed utilizing available market information to determine if the carrying value should be adjusted. Such market
data may include, but is not limited to, observations of the trading multiples of public companies considered comparable to the
private companies being valued, financial or operational information released by the company, and/or news or corporate events that
affect the investment. Valuations may be adjusted to account for company-specific issues, the lack of liquidity inherent in a nonpublic
investment and the fact that comparable public companies are not identical to the investments being fair valued by the Fund.</P>

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

<!-- Field: Page; Sequence: 16 -->
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<P STYLE="margin: 0"></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="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 2 &ndash;</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Controls and Procedures</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">2(a) &ndash; </FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">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>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">2(b) &ndash; </FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">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>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Item 3 &ndash;</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Exhibits</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in; padding-bottom: 11pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in; padding-bottom: 11pt"><FONT STYLE="font-size: 11pt">Certifications &ndash; Attached hereto</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">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></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 8%; padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="width: 5%; padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="width: 87%; padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ John M. Perlowski</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Executive Officer (principal executive officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Date: January 23, 2013</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">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></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ John M. Perlowski</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">John M. Perlowski</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Executive Officer (principal executive officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Date: January 23, 2013</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">By:</FONT></TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt"><U>/s/ Neal J. Andrews</U></FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Neal J. Andrews</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Chief Financial Officer (principal financial officer) of</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">BlackRock Floating Rate Income Strategies Fund, Inc.</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD></TR>
<TR STYLE="vertical-align: top">
    <TD STYLE="padding-right: -0.25in">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="padding-right: -0.25in"><FONT STYLE="font-size: 11pt">Date: January 23, 2013</FONT></TD></TR>
</TABLE>


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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e51574ex99cert.htm
<DESCRIPTION>CERTIFICATIONS
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
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<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

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

<P STYLE="font: 11pt Arial, Helvetica, Sans-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: -0.25pt">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: -0.25pt">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: -0.25pt">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">5.&#9;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: -0.25pt">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: -0.25pt">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: January 23, 2013</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><U>/s/ John M. Perlowski</U></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">John M. Perlowski</P>

<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 Arial, Helvetica, Sans-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: January 23, 2013</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><U>/s/ Neal J. Andrews</U></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt">Neal J. Andrews</P>

<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>



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