<SEC-DOCUMENT>0000891092-13-006499.txt : 20130725
<SEC-HEADER>0000891092-13-006499.hdr.sgml : 20130725
<ACCEPTANCE-DATETIME>20130725155258
ACCESSION NUMBER:		0000891092-13-006499
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20130531
FILED AS OF DATE:		20130725
DATE AS OF CHANGE:		20130725
EFFECTIVENESS DATE:		20130725

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:		13986366

	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>e54665nq.htm
<DESCRIPTION>QUARTERLY SCHEDULE
<TEXT>
<HTML>
<HEAD>
<TITLE></TITLE>
</HEAD>
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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"><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)</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&#8217;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: 05/31/2013</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 11pt">Item 1 &#8211; Schedule of Investments</P>


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<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">May 31, 2013 (Unaudited)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; text-align: right; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; text-align: center; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; text-align: center; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="9" NOWRAP STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities </FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ACAS CLO Ltd., Series 2012-1A, Class D, 5.13%, 9/20/23 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD </FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,500</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,511,250</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Apidos CDO XI, Series 2012-11A, Class D, 4.74%, 1/17/23 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">675</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">672,638</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Atrium CDO Corp., Series 9A, Class D, 3.96%, 2/28/24 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">750</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">718,597</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Carlyle Global Market Strategies CLO Ltd. (a)(b):</FONT></TD>
    <TD COLSPAN="7" NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series 2012-4A, Class D, 4.78%, 1/20/25 </FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">700</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">700,350</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series 2013-1A, Class C, 4.29%, 2/14/25 </FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">250</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">250,098</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cavalry CLO Ltd., Series 2A, Class D, 4.38%, 1/17/24 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">490,000</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cent CLO LP, Series 2013-17A, Class C, 3.79%, 1/30/25 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">482,975</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.28%, 4/20/23 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">950</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">949,990</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Goldentree Loan Opportunities VI Ltd., Series 2012-6A, Class D, 4.48%, 4/17/22 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,550</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,550,310</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Highbridge Loan Management Ltd., Series 2012-1A, Class C, 5.28%, 9/20/22 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,500</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,507,500</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ING Investment Management, Series 2012-2A, Class D, 4.83%, 10/15/22 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,550</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,560,850</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">LCM XI LP, Series 11A, Class D2, 4.23%, 4/19/22 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,625</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,625,000</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Marea CLO Ltd., Series 2012-1A, Class D, 4.83%, 10/16/23 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,650</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,646,700</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">OZLM Funding Ltd. (a)(b):</FONT></TD>
    <TD COLSPAN="7" NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series 2012-2A, Class C, 4.63%, 10/30/23 </FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">498,200</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series 2013-3A, Class C, 4.15%, 1/22/25 </FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">491,650</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Race Point VI CLO Ltd., Series 2012-6A, Class D, 4.77%, 5/24/23 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,075</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,078,977</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Regatta Funding LP, Series 2013-2A, Class C, 4.80%, 1/15/25 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">500,065</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Symphony CLO Ltd. (a)(b):</FONT></TD>
    <TD COLSPAN="7" NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series 2012-10A, Class D, 5.53%, 7/23/23 </FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,500</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,511,250</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Series 2012-9A, Class D, 4.53%, 4/16/22 </FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,625</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,625,650</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">West CLO Ltd., Series 2012-1A, Class C, 5.03%, 10/30/23 (a)(b)</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,385</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,391,059</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" NOWRAP STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="5" NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 2pt solid; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Asset-Backed Securities &ndash; 3.6%</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 2pt solid; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: bottom; border-bottom: Black 2pt solid; text-align: right; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">20,763,109</FONT></TD>
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; border-bottom: Black 2pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 139px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 29px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 14px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 8px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0; font-weight: bold; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0; text-align: right; font-weight: bold; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0; text-align: center; font-weight: bold; padding-bottom: 0"><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0; font-weight: bold; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0; text-align: center; font-weight: bold; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold; padding-top: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Common Stocks (c)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0; color: navy; font-weight: bold; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemicals &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GEO Specialty Chemicals, Inc.</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">23,849</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><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: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">18,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0; color: navy; font-weight: bold; padding-bottom: 0"><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; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Kcad Holdings I Ltd.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">217,833,983</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,413,742</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0; color: navy; font-weight: bold; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Electrical Equipment &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Medis Technologies Ltd. </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">260,833</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0; color: navy; font-weight: bold; padding-bottom: 0"><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; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Euramax International</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">468</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">93,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0; color: navy; font-weight: bold; padding-bottom: 0"><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; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ainsworth Lumber Co. Ltd. </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">445,192</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,627,468</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ainsworth Lumber Co. Ltd. (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">346,000</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,261,519</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Western Forest Products, Inc. </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">84,448</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">105,077</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,994,064</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0; color: navy; font-weight: bold; padding-bottom: 0"><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; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SunPower Corp. </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,860</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">35,898</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0; color: navy; font-weight: bold; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Software &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Bankruptcy Management Solutions, Inc. </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">536</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HMH Holdings/EduMedia </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">64,670</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,710,513</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,710,513</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-top: 0; font-weight: bold; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Common Stocks &ndash; 1.1%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0; font-weight: bold; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0; text-align: right; font-weight: bold; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">6,265,845</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-top: 0; padding-bottom: 0"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><br><br><br>&nbsp;</P></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0; font-weight: bold; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0; text-align: right; font-weight: bold; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0; text-align: center; font-weight: bold; padding-bottom: 0"><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: 0; font-weight: bold; padding-bottom: 0">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0; text-align: center; font-weight: bold; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0; font-weight: bold; padding-top: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0; color: navy; font-weight: bold; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Airlines &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">324</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">341,773</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Continental Airlines Pass-Through Trust, Series 2012-3, Class C, 6.13%, 4/29/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">675</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">708,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Delta Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 12/17/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">206</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">234,305</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Airways Pass-Through Trust, Series 2012-2, Class C, 5.45%, 6/03/18 (d)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,180</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,147,300</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,432,128</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0; color: navy; font-weight: bold; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Auto Components &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Icahn Enterprises LP, 8.00%, 1/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,085</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,210,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Schaeffler Finance BV, 4.75%, 5/15/21 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">896</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">880,320</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,090,420</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0; padding-bottom: 0"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD STYLE="width: 19px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 139px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 8px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 9px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="padding-top: 0; padding-bottom: 0">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0; padding-bottom: 0">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 2 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->1<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Building Products &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cemex SAB de CV, 5.88%, 3/25/19 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">309</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">307,455</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Momentive Performance Materials, Inc., 8.88%, 10/15/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,185</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,276,838</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,584,293</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Capital Markets &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">E*Trade Financial Corp.0.00, 8/31/19 (a)(e)(f)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">129</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">146,415</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemicals &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GEO Specialty Chemicals, Inc., 7.50%, 3/31/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,559</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,086,994</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AWAS Aviation Capital Ltd., 7.00%, 10/17/16 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,158</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,213,256</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Brickman Group Holdings, Inc., 9.13%, 11/01/18 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">52</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">56,290</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">UR Merger Sub Corp., 5.75%, 7/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">350</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">373,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,643,171</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Communications Equipment &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Avaya, Inc., 7.00%, 4/01/19 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">787</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">733,878</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Zayo Group LLC/Zayo Capital, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8.13%, 1/01/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,470</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,631,700</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10.13%, 7/01/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,095</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,272,937</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,638,515</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Construction &amp; Engineering &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Safway Group Holding LLC/Safway Finance Corp., 7.00%, 5/15/18 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">335</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">336,675</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Consumer Finance &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Inmarsat Finance Plc, 7.38%, 12/01/17 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,550</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,627,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ardagh Packaging Finance Plc, 4.88%, 11/15/22 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">292</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">291,270</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services &mdash; 1.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ally Financial, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.50%, 12/31/13 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">20</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">20,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.50%, 9/15/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">160</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">186,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8.00%, 11/01/31 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">360</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">464,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reynolds Group Issuer, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.75%, 10/15/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,075</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,136,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.88%, 2/15/21 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,305</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,393,087</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,201,062</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Energy Equipment &amp; Services &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">FTS International Services LLC/FTS International Bonds, Inc., 8.13%, 11/15/18 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">498</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">530,370</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Energy Equipment &amp; Services (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tervita Corp., 8.00%, 11/15/18 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,015</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,050,525</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,580,895</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DJO Finance LLC, 7.75%, 4/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">305</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">315,675</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CHS/Community Health Systems, Inc., 5.13%, 8/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,566</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,632,555</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HCA, Inc., 6.50%, 2/15/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,635</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,843,462</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tenet Healthcare Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.25%, 11/01/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">372</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">411,990</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4.50%, 4/01/21 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">750</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">736,875</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,624,882</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">IMS Health, Inc., 12.50%, &nbsp;&nbsp;&nbsp;&nbsp;3/01/18 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,540</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,155,075</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Little Traverse Bay Bands of Odawa Indians, 9.00%, &nbsp;8/31/20 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">948</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">919,560</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Travelport LLC, 6.40%, 3/01/16 (a)(b)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">657</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">622,721</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tropicana Entertainment LLC, 9.63%, 12/15/14 (c)(g)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">120</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,542,281</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Household Durables &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Beazer Homes USA, Inc., 6.63%, 4/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">790</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">856,163</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Household Products &mdash; 0.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Spectrum Brands, Inc., 9.50%, 6/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">505</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">558,656</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Independent Power Producers &amp; Energy Traders &mdash; 1.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Dynegy, Inc., 5.88%, 6/01/23 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">935</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">920,975</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Energy Future Intermediate Holding Co. LLC:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10.00%, 12/01/20 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,115</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,264,131</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10.00%, 12/01/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,790</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,593,363</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,778,469</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Insurance &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ally Financial, Inc., 2.49%, 12/01/14 (b)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,950</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,959,690</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">IT Services &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Data Corp. (a):</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.38%, 6/15/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">700</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">738,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.75%, 11/01/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,075</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,123,375</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,861,875</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Media &mdash; 1.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AMC Networks, Inc., 7.75%, 7/15/21 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">455</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">515,287</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 139px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 8px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 9px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 3 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- 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="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Media (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Checkout Holding Corp., 9.83%, 11/15/15 (a)(e)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">906</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">715,740</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Clear Channel Communications, Inc., 9.00%, 12/15/19 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">387</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">388,935</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Clear
    Channel Worldwide Holdings, Inc. (a):</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.50%, 11/15/22 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">829</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">870,450</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6.50%, 11/15/22 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,240</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,363,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Lynx I Corp., 5.38%, 4/15/21 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">520,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">NAI Entertainment Holdings LLC, 8.25%, 12/15/17 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,120</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,209,600</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,583,212</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">RathGibson, Inc., 11.25%, 2/15/14 (c)(g)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,390</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EP Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">635</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">685,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Offshore Group Investment Ltd., 7.13%, 4/01/23 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">385</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">397,512</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pacific Drilling SA, 5.38%, 6/01/20 (a)(d)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">910</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">900,900</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Petrobras Global Finance BV, 3.00%, 1/15/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">681</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">664,223</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,648,435</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Realogy Corp., 7.63%, 1/15/20 (a)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">730</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">826,725</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wireless Telecommunication Services &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sprint Nextel Corp. (a):</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9.00%, 11/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,530</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,855,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7.00%, 3/01/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,410</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,711,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,566,375</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Corporate Bonds &ndash; 11.4%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">65,936,851</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><br><br><br>&nbsp;</P></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Aerospace &amp; Defense &mdash; 1.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DigitalGlobe, Inc., Term Loan B, 3.75%, 1/31/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,240</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,252,320</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DynCorp International LLC, Term Loan B, 6.25%, 7/07/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,174</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,180,513</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The SI Organization, Inc., Term Loan B, 4.50%, 11/22/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,699</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,688,462</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Spirit Aerosystems, Inc., Term Loan B, 3.75%, 4/18/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,584</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,595,880</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Transdigm, Inc., Term Loan C, 3.75%, 2/28/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">898</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">906,952</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,624,127</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Airlines &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Delta Air Lines, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 3.53%, 9/16/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,488</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,420,659</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.00%, 4/20/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,233</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,256,642</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Northwest Airlines, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.30%, 3/10/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">521</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">482,109</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2.30%, 3/10/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">523</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">483,754</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.68%, 9/10/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">435</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">384,497</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.68%, 9/10/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">443</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">391,856</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1.68%, 9/10/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">438</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">387,799</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Airways Group, Inc., Term Loan B1, 4.25%, 5/23/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,025</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,022,975</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,830,291</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Auto Components &mdash; 4.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Affinia Group Intermediate Holdings Inc., Term Loan B2, 4.75%, 4/15/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,580</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,583,950</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Autoparts Holdings Ltd., First Lien Term Loan, 6.50%, 7/28/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,797</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,755,046</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Federal-Mogul Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 2.14%, 12/29/14 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,657</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,513,277</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 2.14%, 12/28/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,389</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,266,297</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">FleetPride Corp., First Lien Term Loan, 5.25%, 11/20/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,571</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,568,125</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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 COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,015</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,041,479</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GPX International Tire Corp. (c)(g):</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 0.00%, 12/31/13 </FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,097</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 0.00%, 12/31/13 (h)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">18</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Schaeffler AG, Term Loan C, 4.25%, 1/27/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">35</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">35,423</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Transtar Holding Co., First Lien Term Loan, 5.50%, 10/09/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,139</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,160,642</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">UCI International, Inc., Term Loan B, 5.50%, 7/26/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,463</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,468,306</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">26,392,545</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Biotechnology &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Grifols, Inc., Term Loan B, 4.25%, 6/01/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,428</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,438,484</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Building Products &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Armstrong World Industries, Inc., Term Loan B, 3.50%, 3/16/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,145</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,146,431</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CPG International, Inc., Term Loan, 5.75%, 9/18/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,592</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,615,909</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wilsonart International Holdings LLC, Term Loan B, 4.00%, 10/31/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,446</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,447,224</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,209,564</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 139px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 8px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 9px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->3<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Capital Markets &mdash; 1.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">American Capital Holdings, Inc., Term Loan, 5.50%, 8/22/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,312</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,340,900</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HarbourVest Partners LLC, Term Loan B, 4.75%, 11/21/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,520</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,529,827</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Knight Capital Group, Inc., Term Loan B, 5.38%, 11/10/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,900</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,881,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Nuveen Investments, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan, 4.19%, 5/13/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,450</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,462,060</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 6.50%, 2/28/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">588</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">589,470</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10,803,257</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemicals &mdash; 4.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AI Chem &amp; Cy S.C.A.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 8.25%, 4/03/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">540</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">553,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 4.50%, 10/03/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,116</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,123,652</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 4.50%, 10/03/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">579</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">583,733</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">American Rock Salt Holdings LLC, Term Loan, 5.50%, 4/25/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,324</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,337,262</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemtura Corp., Exit Term Loan B, 5.50%, 8/27/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,542</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,565,494</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Evergreen Acqco 1 LP, Term Loan, 5.00%, 7/09/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,086</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,093,490</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">General Chemical Corp., Term Loan, 5.00% - 5.75%, 10/06/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,457</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,466,743</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ineos US Finance LLC, 3 year Term Loan, 2.19%, 5/04/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">384</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">386,566</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">INEOS US Finance LLC, 6 Year Term Loan, 4.00%, 5/04/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,450</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,449,419</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">MacDermid, Inc., Tranche C Term Loan, 2.31%, 4/11/14 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">881</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,142,698</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Nexeo Solutions LLC, Term Loan B, 5.00%, 9/08/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,486</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,476,343</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tronox Pigments (Netherlands) BV, Term Loan, 4.50%, 3/19/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,472</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,502,704</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Univar, Inc., Term Loan B, 5.00%, 6/30/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,801</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,787,076</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Coatings Acquisition, Inc., Term Loan, 4.75%, 2/03/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,440</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,471,657</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">25,940,337</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Commercial Services &amp; Supplies &mdash; 4.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ADS Waste Holdings, Inc., Term Loan B, 4.25%, 10/09/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,976</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,000,548</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Altegrity, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 5.00%, 2/21/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">905</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">896,520</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tranche D Term Loan, 7.75%, 2/20/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,201</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,211,086</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ARAMARK Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended LC-3 Facility, 3.70%, 7/26/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">32</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">32,497</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Commercial Services &amp; Supplies (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ARAMARK Corp. (concluded):</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Letter of Credit, 3.70%, 7/26/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">46</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">46,555</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AWAS Finance Luxembourg SA, Term Loan, 3.50%, 7/16/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,261</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,273,387</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AWAS Finance Luxembourg Sarl, Term Loan B, 3.50%, 6/10/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,505</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,515,299</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Catalent Pharma Solutions Inc., Term Loan, 6.50%, 12/29/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">500</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">505,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Garda World Security Corp., Term Loan B, 4.50%, 11/13/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">706</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">713,515</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">KAR Auction Services, Inc., Term Loan B, 3.75%, 5/19/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,613</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,648,288</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Learning Care Group (US) No. 2 Inc., Term Loan B, 6.00%, 5/08/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,150</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,152,162</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Livingston International Inc., First Lien Term Loan, 5.00%, 4/16/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,360</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,362,557</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Livingston International, Inc., Second Lien Term Loan, 9.00%, 4/16/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">895</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">908,425</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Progressive Waste Solutions Ltd., Term Loan B, 3.50%, 10/24/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,347</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,357,842</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Protection One, Inc., Term Loan, 4.25%, 3/21/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,435</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,453,672</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Spin Holdco Inc., Term Loan B, 4.25%, 11/15/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,150</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,165,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">West Corp., Term Loan B8, 4.25%, 6/29/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,005</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,026,906</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">26,270,634</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Communications Equipment &mdash; 3.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Alcatel-Lucent USA, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 6.25%, 8/01/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,910</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,929,367</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 7.25%, 1/30/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,726</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,762,137</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 7.50%, 1/30/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,052</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,383,195</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Arris Group, Inc.,, Term Loan B, 3.50%, 4/17/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">770</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">769,523</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Avaya, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B3, 4.77%, 10/26/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,547</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,284,697</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B5, 8.00%, 3/30/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">646</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">616,570</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CommScope, Inc., Term Loan, 3.75%, 1/12/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,954</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,971,690</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Riverbed Technology, Inc., Term Loan, 4.00%, 12/18/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,580</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,595,313</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Telesat Canada, Term Loan A, 4.83%, 3/24/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,469</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,369,333</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Zayo Group, LLC, Term Loan B, 4.50%, 7/02/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,134</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,133,748</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">21,815,573</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 139px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 8px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 9px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 5 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->4<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BakerCorp International, Inc., Term Loan, 4.25%, 2/14/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,700</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,711,824</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Centaur LLC:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 5.25%, 2/15/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,500</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,521,875</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 8.75%, 2/15/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,230</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,246,150</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,479,849</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Construction Materials &mdash; 1.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HD Supply, Inc., Senior Debt B, 4.50%, 10/12/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,367</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,427,904</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Consumer Finance &mdash; 0.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Moneygram International, Inc, Term Loan B, 4.25%, 3/20/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,370</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,373,425</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Springleaf Financial Funding Co., Term Loan, 5.50%, 5/10/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,513</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,519,961</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,893,386</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Containers &amp; Packaging &mdash; 1.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Berlin Packaging LLC:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 4.75%, 4/02/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">450</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">454,689</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 8.75%, 4/02/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">585</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">593,775</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Clondalkin, Term Loan B, 5.75%, 5/28/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,035</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,035,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pact Group Pty Ltd., Term Loan B, 3.75%, 5/08/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,385</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,428,850</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sealed Air Corp., Term Loan, 4.00%, 10/03/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,656</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,674,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tekni-Plex, Inc., Term Loan B, 5.50%, 8/25/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,725</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,716,375</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,903,339</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Distributors &mdash; 1.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ABC Supply Co., Inc., Term Loan, 3.50%, 4/16/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,035</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,049,098</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Crossmark Holdings, Inc., Term Loan, 4.50%, 12/20/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,027</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,027,425</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">VWR Funding, Inc., Extended Term Loan, 4.19%, 4/03/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,207</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,217,029</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,293,552</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Consumer Services &mdash; 2.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Bright Horizons Family Solutions, Inc., Term Loan B, 4.00% - 5.25%, 1/30/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,818</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,836,958</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Dundee Holdco 4 Limited, Term Loan, 5.50%, 3/28/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">915</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">920,719</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Education Management LLC, Term Loan C3, 8.25%, 3/29/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">238</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">224,593</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Laureate Education, Inc., Extended Term Loan, 5.25%, 6/18/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,402</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,409,036</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ServiceMaster Co., Term Loan, 4.25%, 1/31/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,800</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,799,753</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Consumer Services (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Weight Watchers International, Inc., Term Loan B2, 3.75%, 4/02/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,840</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,838,409</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">13,029,468</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services &mdash; 1.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ION Trading Technologies Ltd Inc:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 4.50%, 5/22/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,740</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,752,319</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 8.50%, 5/21/21 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">365</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">367,738</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reynolds Group Holdings Inc., Dollar Term Loan, 4.75%, 9/28/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,294</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,320,393</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ROC Finance LLC, Term Loan, 5.00%, 5/15/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,080</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,087,560</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Telesat LLC, Term Loan B, 3.50%, 3/28/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">779</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">783,148</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">WMG Acquisition Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Delayed Draw Term Loan 1, 4.25%, 7/06/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,502</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,493,498</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Delayed Draw Term Loan 2, 3.75%, 7/06/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">233</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">231,387</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 3.75%, 5/18/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,760</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,768,800</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10,804,843</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Telecommunication Services &mdash; 4.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Consolidated Communications, Inc., Term Loan B3, 5.25%, 12/31/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,910</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,943,437</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hawaiian Telcom Communications, Inc., Term Loan B, 7.00%, 2/28/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,738</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,754,128</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Integra Telecom Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 9.75%, 2/21/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,070</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,098,847</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 6.00%, 2/22/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,040</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,060,400</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 3 Financing, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2016 Term Loan B, 4.75%, 2/01/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,517</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,539,377</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2019 Term Loan B, 5.25%, 8/01/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,085</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,099,246</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 4.75%, 8/01/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,830</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,886,298</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Syniverse Holdings, Inc., Delayed Draw Term Loan, 4.00%, 4/23/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,000</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,006,880</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Telepacific Corp., Term Loan B, 5.75%, 2/23/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,093</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,088,514</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">26,477,127</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Electronic Equipment, Instruments &amp; Components &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CDW LLC, Term Loan, 3.50%, 4/29/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,300</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,291,375</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 139px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 8px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 9px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 6 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Electronic Equipment, Instruments &amp; Components (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Flextronics International Ltd., Delayed Draw:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sr TL Tranche A DD A-2, 2.44%, 10/01/14 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,451</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sr TL Tranche A DD A-3, 2.44%, 10/01/14 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">13</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">13,360</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,316,186</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Energy Equipment &amp; Services &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">API Heat Transfer, Inc., Term Loan, 5.25%, 4/30/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,660</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,660,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Dynegy Holdings Inc., Term Loan B2, 4.00%, 4/23/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,060</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,064,717</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">MEG Energy Corp., Term Loan, 3.75%, 3/31/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,292</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,303,845</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tervita Corp., Term Loan, 6.25%, 5/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,030</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,041,206</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unifrax Corp., Term Loan, 4.25%, 11/28/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">963</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">968,007</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,037,775</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Food &amp; Staples Retailing &mdash; 4.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Alliance Boots Holdings Ltd., Term Loan B1, 3.49%, 7/09/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,250</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,919,529</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">JC Penney Corp., Inc., First Lien Term Loan, 6.00%, 4/30/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,525</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,597,543</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pilot Travel Centers LLC, Term Loan B2, 4.25%, 8/07/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,109</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,088,306</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rite Aid Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 5.75%, 8/21/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,040</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,072,281</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan 6, 4.00%, 2/21/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">875</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">879,559</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sprouts Farmers Markets Holdings, LLC, Term Loan, 4.50%, 4/23/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,510</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,510,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Supervalu Inc, Term Loan B, 5.00%, 3/21/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,269</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,260,148</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Foods, Inc., Term Loan, 4.50%, 3/29/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,000</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,981,250</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">23,308,616</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Food Products &mdash; 2.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Advance Pierre Foods, Inc., Term Loan, 5.75%, 7/10/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,354</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,368,083</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Del Monte Foods Co., Term Loan, 4.00%, 3/08/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,801</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,811,592</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Dole Food Co., Inc., Term Loan, 3.75%, 4/01/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,030</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,037,030</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Michael Foods Group, Inc., Term Loan, 4.25%, 2/23/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">653</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">661,418</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Performance Food Group Co., Second Lien Term Loan, 6.25%, 11/29/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,960</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,960,740</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Food Products (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pinnacle Foods Finance LLC, Term Loan G, 3.25%, 4/29/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,050</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,050,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">14,888,863</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Health Care Equipment &amp; Supplies &mdash; 5.1%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Arysta LifeScience Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 4.50%, 5/25/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,110</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,128,002</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 8.25%, 11/30/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,675</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,692,269</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Bausch &amp; Lomb, Inc., Term Loan B, 4.00%, 5/17/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,616</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,623,912</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Biomet, Inc., Extended Term Loan B, 3.94% - 4.03%, 7/25/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,909</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,919,892</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BSN Medical Acquisition Holding GmbH, Term Loan B1A, 5.00%, 8/28/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,680</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,694,700</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Capital Safety North America Holding, Inc., Term Loan, 4.50%, 1/21/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,549</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,552,292</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DJO Finance LLC, Term Loan B3, 4.75%, 9/15/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,601</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,658,588</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hologic, Inc., Term Loan B, 4.50%, 8/01/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,125</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,149,195</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">IASIS Healthcare LLC, Term Loan B2, 4.50%, 5/03/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">437</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">438,503</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Immucor, Inc., Term Loan B2, 5.00%, 8/17/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,581</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,604,608</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">LHP Hospital Group, Inc., Term Loan, 9.00%, 7/03/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">928</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">946,547</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">29,408,508</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Health Care Providers &amp; Services &mdash; 5.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">American Renal Holdings, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 4.50%, 9/22/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,890</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,895,433</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 8.50%, 2/14/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,795</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,805,465</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ardent Medical Services, Inc., Term Loan, 6.75%, 7/02/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,157</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,169,631</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CHG Buyer Corp., First Lien Term Loan, 5.00%, 11/22/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,974</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,993,687</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ConvaTec, Inc., Term Loan, 5.00%, 12/22/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,440</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,467,743</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DaVita, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 4.50%, 10/20/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,862</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,894,442</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 4.00%, 11/01/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,778</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,797,253</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Emergency Medical Services Corp., Term Loan, 4.00%, 5/25/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,476</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,489,218</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Genesis HealthCare Corp., Term Loan B, 10.00% - 10.75%, 9/25/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,292</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,330,532</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 139px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 8px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 9px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 7 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->6<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HCA, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B4, 2.94%, 5/01/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,139</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,142,193</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B5, 3.03%, 3/31/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">827</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">829,621</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">inVentiv Health, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Combined Term Loan, 7.50%, 8/04/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,008</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">995,432</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B3, 7.75%, 5/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,105</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,092,448</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Surgical Care Affiliates, Inc., Term Loan B, 4.25%, 6/29/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,865</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,870,837</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Renal Care, Inc., First Lien Term Loan, 6.25%, 7/02/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,238</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,263,266</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Vanguard Health Holdings Co. II LLC, Term Loan B, 3.75%, 1/29/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">742</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">748,502</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">28,785,703</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Health Care Technology &mdash; 1.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">IMS Health, Inc., Term Loan B1, 3.75%, 9/01/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,205</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,221,426</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Kinetic Concepts, Inc., Term Loan C1, 5.50%, 5/04/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,978</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,024,739</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">MedAssets, Inc., Term Loan B, 4.00%, 12/13/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,180</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,185,536</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Merge Healthcare Inc, Term Loan B, 6.00%, 4/23/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">820</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">824,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,255,801</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure &mdash; 6.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Alpha D2 Ltd., Extended Term Loan B2, 6.00%, 4/30/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,592</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,609,296</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Boyd Gaming Corp., Incremental Term Loan, 6.00%, 12/17/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,627</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,645,268</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B6, 5.44%, 1/26/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">555</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">495,465</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 9.25%, 4/25/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,389</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,416,780</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Golden Living, Term Loan, 5.00%, 5/04/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,634</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,572,243</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Harrah's Property Co., Mezzanine Term Loan, 3.69%, 2/13/14 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">13,473</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12,294,112</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Kasima LLC, Term Loan B, 3.25%, 5/14/21 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,420</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,424,550</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">MGM Resorts International, Term Loan B, 3.50%, 12/20/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,382</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,387,155</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">OSI Restaurant Partners LLC, Term Loan, 3.50%, 10/25/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,055</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,054,240</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sabre, Inc., Term Loan B, 5.25%, 2/19/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,406</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,423,057</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Six Flags Theme Parks, Inc., Term Loan B, 4.00%, 12/20/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,154</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,168,830</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Station Casinos, Inc., Term Loan B, 5.00%, 3/01/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,280</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,328,840</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Travelport LLC:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Delayed Draw Term Loan, 4.96%, 8/21/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">574</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">571,286</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan 1, 9.50%, 1/29/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">782</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">813,558</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Twin River Worldwide Holdings, Inc., Term Loan B, 5.25%, 9/27/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,477</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,504,904</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wendy's International, Inc., Term Loan B, 3.25%, 5/15/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,051</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,063,362</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">38,772,946</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Household Products &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Anchor Hocking LLC, Term Loan, 7.50%, 5/06/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">420</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">424,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Prestige Brands, Inc., Term Loan, 3.75%, 1/31/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,033</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,047,660</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Spectrum Brands, Inc., Term Loan, 4.50% &nbsp;- 5.50%, 12/17/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,011</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,054,607</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Waddington North America Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 4.75%, 5/15/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,200</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,203,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 8.50%, 11/16/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">410</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">412,050</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,141,517</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Independent Power Producers &amp; Energy Traders &mdash; 1.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The AES Corp., Term Loan B, 3.75%, 6/01/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,065</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,093,528</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Calpine Corp., Term Loan B1, 4.00%, 4/02/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">928</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">935,276</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">La Frontera Generation, LLC, Term Loan, 4.50%, 9/30/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,725</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,760,437</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Star West Generation LLC, Term Loan B, 5.00%, 3/13/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,764</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,768,340</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">10,557,581</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Industrial Conglomerates &mdash; 0.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sequa Corp., Term Loan B, 5.25%, 6/19/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,581</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,624,880</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Insurance &mdash; 2.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Alliant Holdings I, Inc., Term Loan B, 5.00%, 12/20/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,835</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,844,577</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Asurion LLC, Term Loan B1, 4.50%, 5/24/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,843</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,854,559</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CNO Financial Group, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 3.00%, 9/28/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,620</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,629,121</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 3.75%, 9/20/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,337</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,348,532</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 139px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 8px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 9px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 8 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- 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="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Insurance (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cooper Gay Swett &amp; Crawford Ltd, First Lien Term Loan, 5.00%, 4/06/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,845</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,865,756</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cooper Gay Swett &amp; Crawford Ltd., Second Lien Term Loan, 8.25%, 10/05/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">860</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">875,050</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cunningham Lindsey US, Inc., First Lien Term Loan, 5.00%, 12/10/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,596</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,609,965</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">13,027,560</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Internet Software &amp; Services &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Web.com Group, Inc., Term Loan B, 4.50%, 10/27/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,237</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,266,663</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">IT Services &mdash; 4.8%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CCC Information Services, Inc., Term Loan, 4.00%, 12/20/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">928</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">932,313</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ceridian Corp., Extended Term Loan, 5.95%, 5/09/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,118</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,145,036</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Data Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended 2018 Term Loan B, 4.20%, 3/23/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,919</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,874,053</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 4.20%, 3/24/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">0.00</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">0.00</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 4.20%, 9/24/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,740</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,731,056</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Genpact International, Inc., Term Loan B, 4.25%, 8/30/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,882</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,907,571</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">InfoGroup, Inc., Term Loan, 7.50%, 5/25/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,015</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">923,222</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SunGard Data Systems, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 4.50%, 1/31/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,162</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,176,614</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan E, 4.00%, 3/08/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">650</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">656,909</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">TransUnion LLC, Term Loan, 4.25%, 2/10/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,505</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,543,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">27,890,524</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Leisure Equipment &amp; Products &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">FGI Operating Co. LLC, Term Loan, 5.50%, 4/19/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">890</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">892,636</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Life Sciences Tools &amp; Services &mdash; 0.2%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Patheon, Inc., Term Loan, 7.25%, 12/06/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,204</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,218,999</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Machinery &mdash; 2.7%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Alliance Laundry Systems LLC:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 9.50%, 12/10/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">573</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">584,182</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 4.50%, 12/07/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,015</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,021,818</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Dematic S.A., Term Loan, 5.25%, 12/27/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,459</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,477,279</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Generac Power Systems, Inc., Term Loan B, 3.50%, 5/30/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,435</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,433,557</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Intelligrated, Inc., First Lien Term Loan, 4.50%, 7/30/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,990</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,002,437</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Navistar International Corp., Term Loan B, 5.75%, 8/07/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">904</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">921,068</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Machinery (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rexnord LLC, Term Loan B, 3.75%, 4/02/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">857</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">866,671</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Silver II US Holdings LLC, Term Loan, 4.00%, 12/13/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,838</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,838,483</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Terex Corp., Term Loan B, 5.00%, 4/28/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">153</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">200,686</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wabash National Corp., Term Loan B, 4.50%, 5/02/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,498</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,505,554</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">15,851,735</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Media &mdash; 13.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">AMC Entertainment, Inc., Term Loan, 3.50%, 4/30/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,155</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,157,345</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BBHI Acquisition LLC, Term Loan B, 4.50%, 12/14/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,836</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,839,872</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Capsugel Holdings US, Inc., Term Loan B, 4.75%, 8/01/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,329</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,348,268</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Catalina Marketing Corp., Term Loan B, 5.69%, 9/29/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,217</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,249,889</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cengage Learning Acquisitions, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Non Extended Term Loan, 2.70%, 7/03/14 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">783</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">614,565</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tranche 1 Incremental, 7.50%, 7/03/14 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,712</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,345,100</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Charter Communications Operating LLC, Term Loan D, 3.00%, 4/10/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,035</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,022,648</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Clear Channel Communications, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 3.84%, 1/29/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,635</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,517,467</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 3.84%, 1/29/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">184</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">169,485</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 6.94%, 1/22/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,890</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,496,478</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cumulus Media, Inc., First Lien Term Loan, 4.50%, 9/17/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,509</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,529,849</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EMI Music Publishing Ltd., Term Loan B, 4.25%, 6/29/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,965</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,976,798</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Fender Musical Instrument Corp., Term Loan B, 5.75%, 4/03/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">320</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">319,334</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Foxco Acquisition Sub LLC, Term Loan B, 5.50%, 7/14/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,035</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,073,964</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,434</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,441,585</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Gray Television, Inc., Term Loan B, 4.75%, 10/15/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,747</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,768,473</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Houghton Mifflin Harcourt Publishing Co., DIP Term Loan B, 5.25%, 6/01/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,886</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,885,950</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Hubbard Broadcasting, Term Loan B, 4.50%, 4/28/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,613</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,621,012</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Intelsat Jackson Holdings SA, Term Loan B1, 4.25%, 4/02/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,671</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,716,856</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Interactive Data Corp., Term Loan B, 3.75%, 2/11/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,837</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,846,554</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Kabel Deutschland GmbH, Term Loan F1, 3.25%, 2/01/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">909</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">908,091</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 139px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 8px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 9px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>

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

<!-- Field: Page; Sequence: 9 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->8<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Media (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Lavena Holding 4 GmbH:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 2.62%, 3/06/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">912</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,171,985</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 3.00%, 3/04/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">304</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">392,636</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">NEP Supershooters LP:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 9.50%, 8/18/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">571</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">589,526</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 4.75%, 1/18/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,893</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,923,500</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Nielsen Finance LLC, Term Loan E, 2.95%, 5/02/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,751</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,774,924</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Rentpath, Inc., Term Loan B, 6.25%, 5/02/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,365</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,326,569</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Salem Communications Corp., Term Loan B, 4.50%, 3/16/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,760</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,780,856</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sinclair Television Group Inc., Term Loan B, 3.00%, 4/09/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,895</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,904,134</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Univision Communications, Inc., Converted Extended Term Loan, 4.50%, 3/02/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,095</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,086,639</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">UPC Financing Partnership, Term Loan AG, 3.87%, 3/26/21 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,272</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,656,609</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Virgin Media Investment Holdings:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 4.50%, 2/15/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,840</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,349,484</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 3.50%, 2/17/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,085</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,077,116</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">WC Luxco Sarl, Term Loan B3, 4.25%, 3/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">761</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">765,074</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">WideOpenWest Finance LLC, Term Loan B, 4.75%, 3/26/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,248</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,263,479</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">77,912,114</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Metals &amp; Mining &mdash; 4.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ameriforge Group, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 6.00%, 12/19/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,636</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,654,991</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 8.75%, 12/18/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">815</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">831,300</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Constellium Holdco BV, Term Loan B, 6.25%, 3/25/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,655</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,714,394</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">FMG America Finance, Inc., Term Loan, 5.25%, 10/18/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,290</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,319,072</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Murray Energy Corp., Term Loan B, 4.75%, 5/24/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">840</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">844,830</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Novelis, Inc., Term Loan, 3.75%, 3/10/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,013</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,081,712</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SunCoke Energy, Inc., Term Loan B, 4.00%, 7/26/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">576</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">577,787</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Walter Energy, Inc., Term Loan B, 5.75%, 4/02/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,313</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,326,393</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Windsor Financing LLC, Term Loan B, 6.25%, 12/05/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,756</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,845,627</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">26,196,106</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Multiline Retail &mdash; 2.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">99 Cents Only Stores, Term Loan, 5.25%, 1/11/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,002</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,029,046</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Apex Tool Group LLC, Term Loan B, 4.50%, 2/01/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,115</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,128,557</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Multiline Retail (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BJ's Wholesale Club, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Replacement Term Loan, 4.25%, 9/26/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,796</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,801,033</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 9.75%, 3/26/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,230</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,260,135</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">HEMA Holding BV:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 5.12%, 1/05/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,400</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,699,553</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 2.12%, 7/06/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">596</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">759,219</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 2.87%, 7/05/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">596</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">763,091</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Neiman Marcus Group, Inc., Extended Term Loan, 4.00%, 5/16/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,620</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,617,275</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">13,057,909</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels &mdash; 6.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chesapeake Energy Corp., Unsecured Term Loan, 5.75%, 12/01/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,285</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,389,683</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Everest Acquisition LLC, Term Loan B3, 3.50%, 5/24/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,880</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,893,680</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Gibson Energy ULC, Term Loan B, 4.75%, 6/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,315</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,353,200</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GIM Channelview Cogeneration, LLC, Term Loan B, 4.25%, 5/04/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,995</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,999,987</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,800</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,809,370</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pacific Drilling S.A., Term Loan B, 4.50%, 5/30/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,430</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,439,866</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Panda Temple Power LCC, Term Loan B, 7.25%, 4/03/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,560</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,593,150</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Philadelphia Energy Solutions LLC, Term Loan B, 6.25%, 4/04/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,585</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,630,237</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Power Team Services, LLC:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Delayed Draw Term Loan, 0.50%, 5/06/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">106</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">105,622</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 4.25%, 5/06/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">844</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">844,976</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 8.25%, 11/06/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">470</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">467,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ruby Western Pipeline Holdings LLC, Term Loan B, 3.50%, 3/27/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,930</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,939,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Samson Investment Co., Second Lien Term Loan, 6.00%, 9/25/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,285</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,291,746</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Teine Energy Ltd., Second Lien Term Loan, 7.50%, 5/09/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,685</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,689,213</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tesoro Corp., Term Loan B, 2.52%, 1/29/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,365</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,388,650</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Safety US, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 5.75%, 2/21/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,795</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,806,219</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 139px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 8px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 9px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->9<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels (concluded) </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Safety US, Inc. (concluded):</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 9.25%, 8/21/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">693</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">703,661</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Vantage Drilling Co.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 6.25%, 10/26/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,334</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,364,981</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.75%, 3/22/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,510</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,527,622</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">37,239,163</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">NewPage Corp., Exit Term Loan, 7.75%, 12/21/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,385</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,412,700</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pharmaceuticals &mdash; 4.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Aptalis Pharma, Inc., Term Loan B, 5.50%, 2/10/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,862</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,875,894</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Par Pharmaceutical, Term Loan B, 4.25%, 9/30/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,701</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,706,140</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Pharmaceutical Product Development, Inc., Term Loan B, 4.25%, 12/05/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,796</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,827,671</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Quintiles Transnational Corp., Term Loan B, 4.50%, 6/08/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,647</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,672,570</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">RPI Finance Trust, Incremental Tranche 2, 4.00%, 11/09/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">398</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">399,145</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Valeant Pharmaceuticals International, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan C1, 3.50%, 12/11/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,693</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,707,982</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan D1, 3.50%, 2/13/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,963</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,977,544</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Warner Chilcott Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B1, 4.25%, 3/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">420</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">422,636</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 4.25%, 3/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">966</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">970,891</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 4.25%, 3/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">342</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">344,035</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">24,904,508</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Professional Services &mdash; 2.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Booz Allen Hamilton, Inc., Term Loan B, 4.50%, 7/31/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,806</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,824,615</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Emdeon, Inc., Term Loan B2, 3.75%, 11/02/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,265</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,285,107</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">ON Assignment, Inc, Term Loan B, 3.50%, 4/30/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,150</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,156,095</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sirva Worldwide, Inc., Term Loan, 7.50%, 3/27/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,860</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,846,050</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Truven Health Analytics, Inc., Term Loan B, 4.50%, 6/01/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,625</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,629,547</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,741,414</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Real Estate Investment Trusts (REITs) &mdash; 0.5%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">iStar Financial, Inc., Term Loan, 4.50%, 9/28/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,045</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,074,288</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Real Estate Management &amp; Development &mdash; 1.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Realogy Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Letter of Credit, 4.45%, 10/10/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">249</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">251,518</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan, 4.50%, 3/05/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,000</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,080,640</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Letter of Credit, 6.20%, 10/10/13 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">92</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">91,446</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,423,604</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Genesee &amp; Wyoming, Inc., Term Loan A, 2.19%, 9/29/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,153</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,155,573</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Road Infrastructure Investment LLC, Term Loan B, 6.25%, 3/30/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,004</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,012,780</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,168,353</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Semiconductors &amp; Semiconductor Equipment &mdash; 0.9%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Freescale Semiconductor, Inc., Term Loan B4, 5.00%, 3/02/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,470</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,485,476</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">NXP BV, Term Loan C, 4.75%, 1/11/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,840</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,877,195</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,362,671</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Software &mdash; 4.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Blackboard, Inc., Term Loan B2, 6.25%, 10/04/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">496</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">503,914</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CompuCom Systems, Inc., Term Loan B, 4.25%, 5/08/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">875</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">878,281</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Evertec, Inc., Term Loan B, 3.50%, 4/15/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,070</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,067,057</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GCA Services Group, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 9.25%, 10/22/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">975</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">989,625</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.25%, 11/01/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,916</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,927,542</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Infor US, Inc., Term Loan B2, 5.25% - 6.25%, 4/05/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,797</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,842,165</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Kronos, Inc., Second Lien Term Loan, 9.75%, 4/30/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,505</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,572,725</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">RP Crown Parent LLC, First Lien Term Loan, 6.75%, 12/21/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,561</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,582,069</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sophia LP, Term Loan B, 4.50%, 7/19/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,751</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,768,485</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SS&amp;C Technologies, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B-1, 5.00%, 6/07/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,427</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,443,826</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B-2, 5.00%, 6/07/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">354</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">356,258</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">StoneRiver Holdings, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 4.75%, 11/20/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,975</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,975,829</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 8.75%, 11/20/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">980</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">980,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">22,887,776</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 139px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 8px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 9px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 11 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->10<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Specialty Retail &mdash; 7.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Academy Ltd., Term Loan, 4.50%, 8/03/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,456</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,486,003</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Atlantic Aviation FBO Inc., Term Loan B, 3.25%, 5/20/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">580</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">580,545</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Bass Pro Group LLC, Term Loan, 4.00%, 11/20/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,646</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,657,037</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Burlington Coat Factory Warehouse Corp., Term Loan B1, 5.50%, 2/23/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">620</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">623,238</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">David's Bridal, Inc., Term Loan B, 5.00%, 10/11/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,700</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,721,596</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Equinox Holdings, Inc, Repriced Term Loan B, 4.25%, 1/31/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,965</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,977,281</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Gymboree Corp., Initial Term Loan, 5.00%, 2/23/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">161</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">157,090</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Harbor Freight Tools USA, Inc., Term Loan B, 6.50%, 11/14/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,990</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,016,489</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Jo-Ann Stores, Inc., Term Loan, 4.00%, 3/16/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,270</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,278,524</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Leslie's Poolmart, Inc., Term Loan B, 5.25%, 10/16/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,197</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,225,770</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Michaels Stores, Inc., Term Loan, 3.75%, 1/28/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,955</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,967,529</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Party City Holdings, Inc., Term Loan B, 4.25%, 7/29/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,265</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,266,316</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">PETCO Animal Supplies, Inc., Term Loan, 4.00%, 11/24/17 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,414</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,443,452</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Reddy Ice Corp.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">First Lien Term Loan, 6.75% - 7.75%, 3/28/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,495</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,504,356</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Second Lien Term Loan, 10.75%, 11/01/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,195</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,195,000</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">SRAM LLC, Term Loan B, 4.00% - 5.25%, 6/07/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">847</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">847,688</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Things Remembered, Inc., Term Loan B, 8.00%, 5/24/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,727</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,718,601</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Toys &lsquo;R&rsquo; Us Delaware, Inc.:</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B2, 5.25%, 5/25/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">796</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">788,292</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Term Loan B3, 5.25%, 5/25/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">165</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">163,463</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The Yankee Candle Co., Inc., Term Loan B, 5.25%, 4/02/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,704</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,704,776</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">40,323,046</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Textiles, Apparel &amp; Luxury Goods &mdash; 1.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,995</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,014,624</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">PVH Corp., Term Loan B, 3.25%, 2/13/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,645</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,651,991</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wolverine Worldwide, Inc., Term Loan B, 4.00%, 7/31/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,149</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,169,163</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,835,778</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><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: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (b)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Thrifts &amp; Mortgage Finance &mdash; 0.6%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Insight Global, Inc., First Lien Term Loan, 6.00%, 10/31/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,955</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,969,763</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Ocwen Financial Corp., Term Loan, 5.00%, 2/15/18 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,645</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,664,197</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,633,960</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Trading Companies &amp; Distributors &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">WESCO Distribution, Inc., Term Loan B, 4.50%, 12/12/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,199</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,212,289</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Cricket Communications, Inc., Term Loan, 4.75%, 10/10/19 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,130</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,140,311</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Light Tower Fiber LLC, First Lien Term Loan, 4.50%, 4/13/20 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,690</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,711,870</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Vodafone Americas Finance 2, Inc. (h):</FONT></TD>
    <TD COLSPAN="11" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">PIK Term Loan, 6.88%, 8/11/15 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,870</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5,943,773</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">PIK Term Loan B, 6.25%, 7/11/16 </FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,238</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,268,437</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="13" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12,064,391</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Floating Rate Loan Interests &ndash; 132.2%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">762,330,843</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><br><br><br>&nbsp;</P></TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Other Interests (i)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Beneficial Interest</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Auto Components &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Intermet Liquidating Trust Class A (c)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">256</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemicals &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Wellman Holdings, Inc., Litigation Trust Certificate (c)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,750</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">98</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">J.G. Wentworth LLC Preferred Equity Interest (c)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,000,808</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Buffets, Inc.</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">360</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Household Durables &mdash; 0.3%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Stanley Martin, Class B Membership Units (c)</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,633,750</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Other Interests &ndash; 0.5%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">2,634,660</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 139px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 8px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 9px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->11<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
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<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt">Value</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Preferred Securities </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-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; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services &mdash; 0.4%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GMAC Capital Trust I, Series 2, 8.13%, 2/15/40 (b)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">77,100</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,044,572</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><br><br><br>&nbsp;</P></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Warrants (j)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-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; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Chemicals &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GEO Specialty Chemicals, Inc. (Expires 3/31/15)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">143,928</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">107,946</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-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; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Software &mdash; 0.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Bankruptcy Management Solutions, Inc. (Expires 9/28/17)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="7" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-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; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Warrants &ndash; 0.0%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">107,946</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-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; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Long-Term Investments</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Cost &ndash; $856,422,356) &ndash; 149.2% </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">860,083,826</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><br><br><br>&nbsp;</P></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Shares</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: center; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Short-Term Securities </FONT></TD>
    <TD COLSPAN="5" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-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; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-top: 0pt; color: navy; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Money Market Funds &mdash; 2.0%</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.06% (k)(l)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,736,349</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,736,349</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-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; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Short-Term Securities</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Cost &ndash; $11,736,349) &ndash; 2.0% </FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">11,736,349</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin-top: 1pt; margin-right: 0; margin-left: 0; border-top: Black 2pt solid; border-bottom: #6297CC 6pt solid"><br><br><br>&nbsp;</P></TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Options Purchased </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-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; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><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="4" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">&mdash;</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-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; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total Investments<FONT STYLE="font-weight: normal"> </FONT>(Cost - $868,201,727*) &ndash; 151.2%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">871,820,175</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 0pt; padding-left: 0.1in; text-indent: -0.1in; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Liabilities in Excess of Other Assets &ndash; (51.2)%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-left: 0.1in; text-indent: -0.1in; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-left: 0.1in; text-align: right; text-indent: -0.1in; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">(295,053,253)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Net Assets &ndash; 100.0%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">576,766,922</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 2pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">*</FONT></TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">As of May 31, 2013, gross unrealized appreciation and gross unrealized depreciation based on cost for federal income tax purposes were as follows:</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Tax cost&#9;&#9;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">867,354,322</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 2pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Gross unrealized appreciation&#9;&#9;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">19,085,734</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Gross unrealized depreciation&#9;&#9;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(14,619,881)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="11" STYLE="font-size: 2pt; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Net unrealized appreciation&#9;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,465,853</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="8" STYLE="font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD><TD COLSPAN="3" STYLE="font-size: 2pt; border-bottom: Black 2pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TR>
<TR>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 126px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 43px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 4px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="17" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #C6D9F1; border-top: Black 0.5pt solid; border-bottom: Black 0.5pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #C6D9F1; border-top: Black 0.5pt solid; border-bottom: Black 0.5pt solid">Notes
        to Schedule of Investments</P></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(a)</FONT></TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><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>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(b)</FONT></TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Variable rate security. Rate shown is as of report date.</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(c)</FONT></TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Non-income producing security.</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(d)</FONT></TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">When-issued security. Unsettled when-issued transactions were as follows:</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font-family: Times New Roman, Times, Serif; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unrealized </FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Depreciation</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font-family: Times New Roman, Times, Serif; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,048,200</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(41,800)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; text-align: center; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font-family: Times New Roman, Times, Serif; font-weight: bold; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(e)</FONT></TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><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>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(f)</FONT></TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Convertible security.</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(g)</FONT></TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><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>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(h)</FONT></TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><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>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(i)</FONT></TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(j)</FONT></TD>
    <TD COLSPAN="14" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><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>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 2%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 7%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 7%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 7%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 7%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 7%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 29%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 20%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 4%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</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-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- 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="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Consolidated Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(k)</FONT></TD>
    <TD COLSPAN="38" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Investments in issuers considered to be an affiliate of the Fund during the period ended May 31, 2013, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="28" STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="15" STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="43" STYLE="font-size: 2pt; position: relative; top: -3pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;&#9;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="12" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><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, 2012</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><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">May 31, 2013</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Income</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="43" STYLE="font-size: 2pt; position: relative; top: -3pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;&#9;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">9,957,012</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,736,349</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,622</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-size: 2pt; text-align: center; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; font-size: 2pt; text-align: center; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-size: 2pt; text-align: center; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-size: 2pt; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-size: 2pt; text-align: center; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="15" STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="43" STYLE="font-size: 2pt; position: relative; top: -3pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="4" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(l)</FONT></TD>
    <TD COLSPAN="38" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Represents the current yield as of report date.</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="42" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 8pt 0 0; background-color: #BFD5EB; border-top: Black 0.5pt solid; border-bottom: Black 0.5pt solid">Portfolio
        Abbreviations</P></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="42" STYLE="vertical-align: bottom; padding-bottom: 0pt; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">To simplify the listings of portfolio holdings in the Schedule of Investments, the names and descriptions of many of the securities have been abbreviated according to the following list:&nbsp;&nbsp;</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD COLSPAN="34" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Canadian Dollar</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">DIP</FONT></TD>
    <TD COLSPAN="34" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Debtor-In-Possession</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD COLSPAN="34" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Euro</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD COLSPAN="34" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">British Pound</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="8" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="34" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">US Dollar</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="39" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="39" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="39" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Foreign currency exchange contracts as of May 31, 2013 were as follows:</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="43" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Currency</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Purchased</FONT></TD>
    <TD COLSPAN="15" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Currency</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Sold</FONT></TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Settlement</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unrealized</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;Appreciation</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(Depreciation)</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="43" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,826,000</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,298,728</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(6,150)</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,155,000</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,880,264</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(87,949)</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,727,768</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CAD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,805,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Barclays Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">61,435</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,392,212</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,869,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Barclays Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">34,319</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,232,730</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,815,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(43,140)</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,804,821</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">GBP</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3,150,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7/17/13</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">20,101</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">8,754,936</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,707,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Barclays Plc</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">35,133</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,216</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">EUR</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,694</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">14</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">346,158</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">263,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><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; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7/23/13</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,231</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="43" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="35" STYLE="vertical-align: bottom; padding-top: 0pt; font-weight: bold; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-top: 0pt; text-align: right; font-weight: bold; border-bottom: Black 1pt solid; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">17,994</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="43" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="40" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="40" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Over-the-counter options purchased as of May 31, 2013 were as follows:</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="43" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Description</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Put/</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Call</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Strike</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Price</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Expiration</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Date</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Contracts</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Market</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Value</FONT></TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="43" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Marsico Parent Superholdco LLC</FONT></TD>
    <TD COLSPAN="8" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Goldman Sachs Group, Inc.</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Call</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">942.86</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12/14/19</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">44</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="43" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="40" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 14px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 13px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 49px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 4px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 29px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 20px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 3px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 18px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 15px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 17px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 40px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 4px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 6px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 29px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 57px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 71px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 29px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 6px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 13px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 29px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>


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

<!-- Field: Page; Sequence: 14 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- 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="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Consolidated Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="34" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit default swaps - sold protection outstanding as of May 31, 2013 were as follows:</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="34" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="38" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; padding-top: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Issuer/Index</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><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: 0pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Counterparty</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><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: 0pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit
    Rating<SUP>1</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-bottom: 0pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><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: 0pt; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 0pt; text-align: center; font-weight: bold; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-top: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Unrealized Appreciation (Depreciation)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="38" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">JPMorgan Chase &amp; Co</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12/20/15</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">538</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">51,034</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">JPMorgan Chase &amp; Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12/20/15</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">149</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,804</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Goodyear Tire &amp; Rubber Co.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Barclays Plc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">12/20/15</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,112</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">23,021</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Barclays Plc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3/20/16</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,000</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(41,761)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Goldman Sachs Group, Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">3/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">389</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(25,090)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: center; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">5.00%</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: center; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Deutsche Bank AG</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: center; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6/20/17</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: center; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">CCC-</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">USD</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">593</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(34,248)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="38" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="31" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; border-bottom: Black 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(19,240)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="38" STYLE="font-size: 2pt; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&#9;</FONT></TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT></TD>
    <TD COLSPAN="31" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Using Standard &amp; Poor's rating of the issuer.</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="6" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><SUP>2</SUP></FONT></TD>
    <TD COLSPAN="31" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement.</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="32" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="5" STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="32" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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.</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="37" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: top; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="36" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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:</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="31" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="33" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 1 &mdash; unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="31" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="33" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="31" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: top; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&bull;</FONT></TD>
    <TD COLSPAN="33" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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)</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="31" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="37" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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 fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. </FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="37" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="37" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">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, please refer to the Fund's most recent financial statements as contained in its semi-annual report.</FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 4px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 12px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 12px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 70px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 43px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 6px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 18px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 82px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 48px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 56px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 11px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 67px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 28px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 11px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 43px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 17px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 73px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>

<P STYLE="margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 15 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- 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="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Consolidated Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD COLSPAN="36" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="36" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">The following tables summarize the Fund's investments and derivative financial instruments categorized in the disclosure hierarchy as of May 31, 2013: </FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="10" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><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; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 2</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 3</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="36" STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Assets:</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="36" STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Investments:</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="36" STYLE="vertical-align: bottom; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">&nbsp;&nbsp;Long Term Investments</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">20,763,109</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">20,763,109</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Common Stocks</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,768,443</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,972,031</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">1,525,371</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">6,265,845</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">61,930,297</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">4,006,554</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">65,936,851</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan
Interests</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">688,381,859</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">73,948,984</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">762,330,843</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Other Interests</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,634,660</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,634,660</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Preferred Securities</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,044,572</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">2,044,572</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Warrants</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">107,946</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">107,946</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;Short-Term Securities</FONT></TD>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,736,349</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">11,736,349</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD COLSPAN="11" STYLE="vertical-align: bottom; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">15,549,364</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">753,284,187</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">102,986,624</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="4" STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">871,820,175</FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 4px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 12px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 12px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 70px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 19px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 43px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 6px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 18px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 82px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 48px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 56px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 11px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 10px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 67px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 28px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 11px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 5px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 43px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 17px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 73px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="4" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 1</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 2</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 3</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Total</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="17" STYLE="font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Derivative Financial Instruments<SUP>1 </SUP></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Assets:</FONT></TD>
    <TD COLSPAN="15" STYLE="font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="3" STYLE="padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit contracts</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">81,859</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">81,859</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="3" STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Foreign currency exchange
    Contracts</FONT></P></TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">155,233</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">155,233</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="font-weight: bold; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Liabilities:</FONT></TD>
    <TD COLSPAN="15" STYLE="font-weight: bold; text-align: center; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="4" STYLE="padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit contracts</FONT></TD>
    <TD STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(101,099)</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(101,099)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="4" STYLE="padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0; text-align: left; margin-bottom: 0">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign
currency exchange Contracts</P></TD>
    <TD STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(137,239)</FONT></TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(137,239)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD COLSPAN="4" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(1,246)</FONT></TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(1,246)</FONT></TD></TR>
<TR>
    <TD STYLE="width: 30%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 12%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 16%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 1%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 2%; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 24%; padding-top: 0pt; padding-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 Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 1%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 99%"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Derivative financial instrument are swaps and foreign currency exchange contracts.&nbsp;&nbsp;Swaps and foreign currency exchange contracts are valued at the unrealized appreciation/depreciation on the instrument.</FONT></TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Certain of the Fund&rsquo;s assets and liabilities are held at carrying amount, which approximates fair value for financial reporting purposes. As of May 31, 2013, such assets and liabilities are categorized within the disclosure hierarchy as follows:</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level 1</B></FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level 2</B></FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Level 3</B></FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Assets:</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 2%; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 30%; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Cash</FONT></TD>
    <TD STYLE="width: 4%; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="width: 13%; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,113,545</FONT></TD>
    <TD STYLE="width: 1%; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 14%; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="width: 1%; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="width: 14%; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="width: 1%; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="width: 28%; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,113,545</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Foreign currency at value</FONT></TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">148,500</FONT></TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">148,500</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 4.5pt">Cash pledged as collateral for <BR>
 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;swaps</P></TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">620,000</FONT></TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">620,000</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Liabilities:</B></FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;Loans payable</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(229,000,000)</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(229,000,000)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,882,045</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-top: 0pt; padding-left: 0.1in; font-family: Times New Roman, Times, Serif; text-align: right; text-indent: -0.1in; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(229,000,000)</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$</FONT></TD>
    <TD STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-left: 4.5pt; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(225,117,955)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">There were no transfers between Level 1 and Level 2 during the period ended May 31, 2013.</FONT></TD></TR>
</TABLE>
<P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>





<!-- Field: Page; Sequence: 16 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->15<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Consolidated Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(continued)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 100%; font-family: Times New Roman, Times, Serif">&nbsp;</TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">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 in determining fair value:</FONT></TD></TR>
</TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD ROWSPAN="11" STYLE="vertical-align: top; width: 1%; font-family: Times New Roman, Times, Serif; text-align: center; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD STYLE="vertical-align: top; width: 21%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P></TD>
    <TD STYLE="vertical-align: bottom; width: 11%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-family: Times New Roman, Times, Serif; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Asset-Backed Securities</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 11%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Common </B></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Stocks</B></P></TD>
    <TD STYLE="vertical-align: bottom; width: 13%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Corporate </B></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Bonds</B></P></TD>
    <TD STYLE="vertical-align: bottom; width: 11%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Floating </B></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Rate Loan Interests</B></P></TD>
    <TD STYLE="vertical-align: bottom; width: 11%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Other </B></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center"><B>Interests</B></P></TD>
    <TD STYLE="vertical-align: bottom; width: 11%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-family: Times New Roman, Times, Serif; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Warrants</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 10%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; font-family: Times New Roman, Times, Serif; text-align: center; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Assets:</B></FONT></TD>
    <TD ROWSPAN="2" STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$7,043,642</FONT></TD>
    <TD ROWSPAN="2" STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$6,034</FONT></TD>
    <TD ROWSPAN="2" STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$2,355,204</FONT></TD>
    <TD ROWSPAN="2" STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$23,180,519</FONT></TD>
    <TD ROWSPAN="2" STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$835,765</FONT></TD>
    <TD ROWSPAN="2" STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&mdash;</FONT></TD>
    <TD ROWSPAN="2" STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$33,421,164</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">Opening Balance, as of<BR>
August 31, 2012</P></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">Transfers into Level
        3<SUP>1</SUP></P></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">215</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,939,411</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,939,626</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">Transfers out of Level 3<SUP>2</SUP></P></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(7,035,644)</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(7,035,644)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">Accrued discounts/premiums</P></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">70,795</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">67,823</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">170,864</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">309,482</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">Net realized gain (loss)</P></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">270,089</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">291,984</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">96,717</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">658,790</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">Net change in unrealized appreciation/Depreciation<SUP>3</SUP></P></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,383,861</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(5,447,016)</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(156,088)</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,701,319</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(909,077)</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">107,942</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(3,319,059)</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Purchases </FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">15,960,832</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">6,966,138</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,200,581</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">77,467,798</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4,118,069</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">4</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">107,713,422</FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font-family: Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Sales</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(3,966,110)</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,752,950)</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(26,572,000)</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(1,410,097)</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</FONT></TD>
    <TD STYLE="font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">(33,701,157)</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; padding-top: 0pt; padding-bottom: 0pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in"><B>Closing Balance, as of </B></P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in"><B>May 31, 2013</B></P></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$20,763,109</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$1,525,371</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$4,006,554</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$73,948,984</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$2,634,660</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$107,946</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-top: windowtext 1pt solid; border-bottom: windowtext 1.5pt solid; font-family: Times New Roman, Times, Serif; text-align: right; padding-top: 0pt; padding-bottom: 0pt"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$102,986,624</FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><FONT STYLE="background-color: yellow">&nbsp;</FONT></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Franklin Gothic Book; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; width: 1%; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>1</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 99%; font-family: Times New Roman, Times, Serif"><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.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>2</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Times New Roman, Times, Serif"><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 significant unobservable inputs in determining the value of certain investments. As of May 31, 2013, the Fund used observable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $7,035,644 transferred from Level 3 to Level 2 in the disclosure hierarchy.</FONT></TD></TR>
<TR>
    <TD STYLE="vertical-align: top; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><SUP>3</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">The change in unrealized appreciation/depreciation on investments still held as of May 31, 2013 was $<FONT STYLE="color: black">(4,228,949)</FONT>.</FONT></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">&nbsp;</P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">The following table summarizes the valuation techniques used and unobservable
inputs utilized 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 May 31, 2013. The table does not include Level 3 investments
with values based upon unadjusted third party pricing information. Level 3 investments valued using third party pricing information
was $93,556,806. A significant change in such third party pricing information could result in a significantly lower or higher value
of such Level 3 investments.</P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Franklin Gothic Book; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD NOWRAP STYLE="border-top: windowtext 1pt solid; padding: 0pt 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>&nbsp;</B></P>
        </TD>
    <TD NOWRAP STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding: 0pt 5.4pt">

        <FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Value</B></P></TD>
    <TD NOWRAP STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding: 0pt 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Valuation Techniques</B></P></TD>
    <TD COLSPAN="3" NOWRAP STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding: 0pt 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><B>Unobservable Inputs<SUP>1</SUP></B></P></TD>
    <TD COLSPAN="2" NOWRAP STYLE="border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; vertical-align: top; text-align: left"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Range&nbsp;of&nbsp;Unobservable&nbsp;Inputs&nbsp;Utilized<sup>&nbsp;</sup></B></FONT></TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Assets:</B></FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Common Stocks</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18,125</FONT></TD>
    <TD NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EBITDA Multiple</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">5.50x</FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,413,743</FONT></TD>
    <TD NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Offshore EBITDA Multiple</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">8.75x</FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: right">&nbsp;</TD>
    <TD NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Onshore EBITDA Multiple</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">4.75x</FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Corporate
Bonds</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">3,086,994</FONT></TD>
    <TD NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EBITDA Multiple</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">5.50x</FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Floating
Rate Loan Interests<FONT STYLE="color: black"><SUP>2</SUP></FONT></FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">1,420,659</P></TD>
    <TD NOWRAP STYLE="padding: 0pt 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Adjusted Third Party Price</P></TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">Illiquidity Discount</P></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 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">1.00%</P></TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt">&nbsp;</TD>
    <TD NOWRAP STYLE="padding: 0pt 5.4pt">&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt">&nbsp;</TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,718,601</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Yield Analysis</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Yield</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">8.13%</FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Other
Interests<SUP>3</SUP></FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">1,663,750</FONT></TD>
    <TD NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Discounted Cash Flow</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Perpetuity Growth Rate</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">3.50%</FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: right">&nbsp;</TD>
    <TD NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD COLSPAN="2" NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Free Cash Flow</FONT></TD>
    <TD COLSPAN="2" NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">$14.80-$35.20<SUP>4</SUP></FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: right">&nbsp;</TD>
    <TD NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Weighted Cost of Capital</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">11.30%</FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: bottom; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Warrants</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: right"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">107,946</FONT></TD>
    <TD NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EBITDA Multiple</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">5.50x</FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="vertical-align: top; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif"><B>Total</B></FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">$&nbsp;&nbsp;&nbsp;&nbsp;9,429,818</FONT></TD>
    <TD NOWRAP STYLE="vertical-align: top; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="vertical-align: top; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD NOWRAP STYLE="vertical-align: top; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding: 0pt 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD NOWRAP STYLE="font: 8pt Times New Roman, Times, Serif; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
<TR>
    <TD NOWRAP STYLE="padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 84px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 162px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 0px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 120px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 4px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 128px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD>
    <TD NOWRAP STYLE="width: 18px; padding-top: 0pt; padding-bottom: 0pt">&nbsp;</TD></TR>
</TABLE>
<P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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

<!-- Field: Page; Sequence: 17 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-bottom: 6pt; border-top: Black 1.5pt solid; padding-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD NOWRAP STYLE="text-align: left; width: 33%">BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">MAY 31, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->16<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif"><TR><TD STYLE="text-align: center; width: 100%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; border-collapse: collapse">
<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="width: 66%; padding-right: 5.4pt; border-top: rgb(98,151,204) 6pt solid; font: 12pt Arial, Helvetica, Sans-Serif; color: navy; text-align: left; vertical-align: bottom">
<FONT STYLE="font-size: 14pt">Consolidated Schedule of Investments</FONT>
<FONT STYLE="font: 9pt Arial, Helvetica, Sans-Serif; color: navy">(concluded)</FONT></TD>
    <TD NOWRAP STYLE="width: 34%; border-top: rgb(98,151,204) 6pt solid; padding-left: 5.4pt">
        <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></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0in; text-align: left">&nbsp;</P>

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Franklin Gothic Book; border-collapse: collapse">
<TR STYLE="vertical-align: top">
    <TD STYLE="width: 25%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Unobservable Input</FONT></TD>
    <TD STYLE="width: 2%; border-top: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="width: 38%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Impact to Value if Input Increases</FONT></TD>
    <TD STYLE="width: 2%; border-top: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="width: 33%; border-top: windowtext 1pt solid; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Impact to Value if Input Decreases</FONT></TD></TR>
<TR STYLE="vertical-align: top">
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">EBITDA Multiple</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Offshore EBITDA Multiple</FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Onshore EBITDA Multiple</FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; 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-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: black">Illiquidity Discount</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; 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-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Yield</FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; 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-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Perpetuity Growth Rate </FONT></TD>
    <TD STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Free Cash Flow</FONT></TD>
    <TD STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD></TR>
<TR>
    <TD COLSPAN="2" STYLE="border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Weighted Cost of Capital</FONT></TD>
    <TD STYLE="vertical-align: top; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-bottom: windowtext 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font: 8pt Arial, Helvetica, Sans-Serif">Increase</FONT></TD></TR>
</TABLE>
<P STYLE="font: 6pt Arial, Helvetica, Sans-Serif; margin: 0"><SUP>&nbsp;</SUP></P>

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

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><SUP>2</SUP> For the period ended May 31, 2013, the valuation technique
for certain investments classified as floating rate loan interests changed to an adjusted third party price. The investment was
previously valued using acquisition cost. A third party price became available for this investment. The third party price was adjusted
due to illiquidity which is considered to be a more relevant measure of fair value for this investment.</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> For the period ended May 31, 2013, the valuation technique
for other interests changed from a market approach to an income approach. Market information previously utilized to determine fair
value under the market approach no longer applied to this investment. Therefore, the income approach is considered to be a more
relevant measure of fair value for this investment.</P>

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

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0"><SUP>4 </SUP>Amount is in millions.</P><!-- Field: Page; Sequence: 18 -->
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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 2 &#8211; Controls and Procedures</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">2(a) &#8211; &#9;&nbsp;&nbsp;&nbsp;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 &#8243;1940
Act&#8243;)) 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.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">2(b) &#8211; &#9;&nbsp;&nbsp;&nbsp;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.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 3 &#8211; Exhibits</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -6pt">Certifications &#8211; Attached hereto</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in">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.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">BlackRock Floating Rate Income Strategies Fund, Inc.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By:&#9;<U>John M. Perlowski</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">John M. Perlowski</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">Chief Executive Officer (principal executive officer) of</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">BlackRock Floating Rate Income Strategies Fund, Inc.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Date: July 25, 2013</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">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.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By:&#9;<U>/s/ John M. Perlowski</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">John M. Perlowski</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">Chief Executive Officer (principal executive officer) of</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">BlackRock Floating Rate Income Strategies Fund, Inc.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Date: July 25, 2013</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By:&#9;<U>/s/ Neal J. Andrews</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">Neal J. Andrews</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">Chief Financial Officer (principal
financial officer) of</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">BlackRock Floating Rate Income Strategies Fund, Inc.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Date: July 25, 2013</P>


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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e54665ex99cert.htm
<DESCRIPTION>CERTIFICATIONS
<TEXT>
<HTML>
<HEAD>
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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><FONT STYLE="vertical-align: baseline"><B>EX-99.
CERT</B></FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, John M. Perlowski, Chief Executive
Officer (principal executive officer) of BlackRock Floating Rate Income Strategies Fund, Inc., certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock Floating Rate Income Strategies Fund, Inc.;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -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: July 25, 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 Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><FONT STYLE="vertical-align: baseline"><B>EX-99.
CERT</B></FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt solid"><B>CERTIFICATION
PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</B></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">I, Neal J. Andrews, Chief Financial
Officer (principal financial officer) of BlackRock Floating Rate Income Strategies Fund, Inc., certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>I have reviewed this report on Form N-Q of BlackRock Floating Rate Income Strategies Fund, Inc.;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">2.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading
with respect to the period covered by this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">3.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the
investments of the registrant as of the end of the fiscal quarter for which the report is filed;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">4.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls
and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting
(as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under
our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made
known to us by others within those entities, particularly during the period in which this report is being prepared;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>designed such internal control over financial reporting, or caused such internal control over financial reporting to be
designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally accepted accounting principles;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">c)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions
about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this
report, based on such evaluation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">d)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the
registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's
internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">5.<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of
the registrant's board of directors (or persons performing the equivalent functions):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">a)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>all significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting
which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information;
and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt 0.5in; text-indent: 0in">b)<FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</FONT>any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's
internal control over financial reporting.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">Date: July 25, 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">&#9;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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