<SEC-DOCUMENT>0000891092-14-000501.txt : 20140127
<SEC-HEADER>0000891092-14-000501.hdr.sgml : 20140127
<ACCEPTANCE-DATETIME>20140127163430
ACCESSION NUMBER:		0000891092-14-000501
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20131130
FILED AS OF DATE:		20140127
DATE AS OF CHANGE:		20140127
EFFECTIVENESS DATE:		20140127

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:		14549308

	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>e57011nq.htm
<DESCRIPTION>QUARTERLY REPORT
<TEXT>
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<P STYLE="margin: 0"></P>

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of fiscal year end: 08/31/2014</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of reporting period: 11/30/2013</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 &ndash; Schedule of Investments</P>


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<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">November 30, 2013 <BR>
(Unaudited)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="color: navy; font: 12pt Franklin Gothic Book,sans-serif; margin: 0">&nbsp;</P>




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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Common Stocks (a)</font></td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Shares</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Chemicals&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GEO Specialty Chemicals, Inc. </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">23,849</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">20,272</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kcad Holdings I&nbsp;Ltd. </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">217,833,983</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,241,654</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Electrical Equipment&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Medis Technologies, Ltd. </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">260,833</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Metals &amp; Mining&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Euramax International </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">468</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">112,200</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Paper &amp; Forest Products&nbsp;&mdash; 0.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ainsworth Lumber Co., Ltd. </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">393,892</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,430,919</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ainsworth Lumber Co., Ltd. (b)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">346,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,247,698</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Western Forest Products, Inc. </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">84,448</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">135,110</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;2,813,727</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Semiconductors &amp; Semiconductor Equipment&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SunPower Corp. </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,860</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">56,432</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Software&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HMH Holdings/EduMedia </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">116,627</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,807,718</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Common Stocks</b> &mdash; <b>1.1%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;6,052,006</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="11" STYLE="padding-top: 3pt; padding-bottom: 2pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 1pt 0 6pt; border-bottom: #0070C0 8pt solid">&nbsp;</P></td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities (b)(c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ALM Loan Funding:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-7R2A, Class B, 2.86%, 4/24/24 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">775</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">750,355</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-7RA, Class C, 3.71%, 4/24/24 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,125</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,056,150</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-7RA, Class D, 5.26%, 4/24/24 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">900</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">827,730</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Alm Loan Funding, Series 2013-8A, Class B, 2.99%, 1/20/26 (d)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,150</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,130,450</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ARES CLO Ltd., Series 2013-2A, Class C, 3.00%, 7/28/25 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">750</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">723,750</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Atrium CDO Corp., Series 9A, Class D, 3.74%, 2/28/24 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,052,150</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Carlyle Global Market Strategies CLO Ltd.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2012-4A, Class D, 4.74%, 1/20/25 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">700</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">708,337</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series 2013-1A, Class C, 4.24%, 2/14/25 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">250</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">247,625</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cavalry CLO II, Series 2A, Class D, 4.24%, 1/17/24 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">490,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cent CLO LP, Series 2013-17A, Class C, 3.74%, 1/30/25 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">479,050</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Figueroa CLO Ltd., Series 2013-1A, Class C, 3.89%, 3/21/24 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">482,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.24%, 4/20/23 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">950</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">942,305</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Highbridge Loan Management Ltd., Series 2012-1A, Class C, 5.25%, 9/20/22 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,505,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Madison Park Funding XI Ltd., Series 2013-11A, Class D, 3.80%, 10/23/25 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">370</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">351,352</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Marea CLO Ltd., Series 2012-1A, Class D, 4.79%, 10/16/23 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,650</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,656,270</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Neuberger Berman CLO XV, Series 2013-15A, Class C, 3.10%, 10/15/25 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">963,780</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">North End CLO Ltd., Series 2013-1A, Class D, 3.73%, 7/17/25 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">750</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">712,725</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Octagon Investment Partners XVII Ltd., Series 2013-1A, Class D, 3.42%, 10/25/25 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">937,890</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">OZLM Funding Ltd., Series 2012-2A, Class C, 4.59%, 10/30/23 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">495,400</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Race Point CLO Ltd., Series 2012-6A, Class D, 4.74%, 5/24/23 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,075</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,076,505</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Regatta Funding LP, Series 2013-2A, Class C, 4.24%, 1/15/25 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">495,350</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Symphony CLO Ltd., Series 2012-10A, Class D, 5.49%, 7/23/23 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,507,500</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Asset-Backed Securities</b> &mdash; <b>3.4%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;19,592,174</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="11" STYLE="padding-top: 3pt; padding-bottom: 2pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 1pt 0 6pt; border-bottom: #0070C0 8pt solid">&nbsp;</P></td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds </font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Airlines&nbsp;&mdash; 0.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Delta Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 6/17/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">198</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">223,571</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Airways Pass-Through Trust, Series 2012-2, Class C, 5.45%, 6/03/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,605</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,569,051</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;2,792,622</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Auto Components&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Icahn Enterprises LP/Icahn Enterprises Finance Corp., 8.00%, 1/15/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,085</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,176,219</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
    <tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 67%">&nbsp;</td>
    <TD STYLE="width: 8%; text-align: left">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- Field: Page; Sequence: 1 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE><P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0">Corporate Bonds</P></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Capital Markets&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">E*Trade Financial Corp., 0.00%, 8/31/19 (b)(e)(f)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">129</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">223,493</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Chemicals&nbsp;&mdash; 0.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GEO Specialty Chemicals, Inc., 7.50%, 3/31/15 (a)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,559</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,445,584</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Services &amp; Supplies&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">AWAS Aviation Capital Ltd., 7.00%, 10/17/16 (b)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,085</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,125,779</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Brickman Group Holdings, Inc., 9.13%, 11/01/18 (b)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">52</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">55,580</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">United Rentals North America, Inc., 5.75%, 7/15/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">350</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">375,812</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;1,557,171</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Communications Equipment&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Avaya, Inc., 7.00%, 4/01/19 (b)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">390</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">379,275</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Zayo Group LLC/Zayo Capital, Inc., 8.13%, 1/01/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,470</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,620,675</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;1,999,950</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Construction &amp; Engineering&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Safway Group Holding LLC/Safway Finance Corp., 7.00%, 5/15/18 (b)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">335</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">350,913</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ally Financial, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.50%, 12/31/13 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">20</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">20,080</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2.93%, 7/18/16 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,375</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,405,829</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7.50%, 9/15/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">160</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">187,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8.00%, 11/01/31 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">360</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">429,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;2,042,809</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Telecommunication Services&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 3 Financing, Inc. (b):</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3.85%, 1/15/18 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,007,500</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.13%, 1/15/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">555</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">563,325</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;1,570,825</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Technology&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">IMS Health, Inc., 12.50%, 3/01/18 (b)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,540</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,177,200</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Little Traverse Bay Bands of Odawa Indians, 9.00%, 8/31/20 (b)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">948</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">929,040</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Travelport LLC/Travelport Holdings, Inc., 6.36%, 3/01/16 (b)(c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">663</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">661,785</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tropicana Entertainment LLC/Tropicana Finance Corp., 9.63%, 12/15/14 (b)(g)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">120</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;1,590,825</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Household Durables&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Beazer Homes USA, Inc., 6.63%, 4/15/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">790</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">849,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Independent Power Producers &amp; Energy Traders&nbsp;&mdash; 0.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Calpine Corp., 6.00%, 1/15/22 (b)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">349</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">358,598</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Energy Future Intermediate Holding Co. LLC/EFIH Finance, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">10.00%, 12/01/20 (b)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,115</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,181,900</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">10.00%, 12/01/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,895</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,075,937</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;4,616,435</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Media &nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Checkout Holding Corp., 10.72%, 11/15/15 (b)(e)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">906</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">738,390</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NAI Entertainment Holdings/NAI Entertainment Holdings Finance Corp., 5.00%, 8/01/18 (b)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">514</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">530,705</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;1,269,095</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Metals &amp; Mining&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">RathGibson, Inc., 11.25%, 2/15/14 (b)(g)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,390</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EP Energy LLC/Everest Acquisition Finance, Inc., Series WI, 6.88%, 5/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">635</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">684,212</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Road &amp; Rail&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 3.00%, 12/01/17 (b)(c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">295</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">294,263</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Wireless Telecommunication Services&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">T-Mobile USA, Inc., 6.13%, 1/15/22 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">225</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">229,219</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Corporate Bonds</b> &mdash; <b>5.2%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;29,870,085</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="11" STYLE="padding-top: 3pt; padding-bottom: 2pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 1pt 0 6pt; border-bottom: #0070C0 8pt solid">&nbsp;</P></td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Aerospace &amp; Defense&nbsp;&mdash; 2.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DigitalGlobe, Inc., Term Loan B, 3.75%, 1/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,229</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,248,302</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SI Organization, Inc., Term Loan B, 5.50%, 11/22/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,691</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,639,869</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Spirit Aerosystems, Inc., Term Loan B, 3.75%, 4/18/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,576</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,578,459</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 67%">&nbsp;</td>
    <TD STYLE="text-align: left; width: 8%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 2 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE><P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Aerospace &amp; Defense (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Transdigm, Inc., Term Loan C, 3.75%, 2/28/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">893</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">897,046</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">TransUnion LLC, Term Loan, 4.25%, 2/10/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,477</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,507,655</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;11,871,331</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Airlines&nbsp;&mdash; 1.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Delta Air Lines, Inc., Term Loan:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3.50%, 9/16/15 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,412</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,366,379</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">B1, 4.00%, 10/18/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,222</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,230,158</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Northwest Airlines, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2.24%, 3/10/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">913</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">842,345</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1.62%, 9/10/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,197</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,056,058</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Airways Group, Inc., Term Loan B1, 4.25%, 5/23/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,025</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,031,075</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;7,526,015</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Auto Components&nbsp;&mdash; 4.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Affinia Group Intermediate Holdings, Inc., Term Loan B2, 4.75%, 4/27/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,576</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,595,750</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Armored Autogroup, Inc., Term Loan B, 6.00%, 11/04/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">254</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">253,457</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Autoparts Holdings Ltd., 1st Lien Term Loan, 6.50%, 7/28/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,797</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,744,557</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Federal-Mogul Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 2.11%, 12/29/14 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,942</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,864,944</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 2.11%, 12/28/15 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,496</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,424,682</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">FleetPride Corp., 1st Lien Term Loan, 5.25%, 11/19/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,563</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,531,924</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Goodyear Tire &amp; Rubber Co., 2nd Lien Term Loan, 4.75%, 4/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,015</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,058,881</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GPX International Tire Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">PIK Term Loan, 0.00%, 12/31/49 (h)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">18</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan 0.00%, 12/31/49 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,097</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Schaeffler AG, Term Loan C, 4.25%, 1/27/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">35</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">35,190</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Transtar Holding Co., 1st Lien Term Loan, 5.50%, 10/09/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,129</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,101,894</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">UCI International, Inc., Term Loan B, 5.50%, 7/26/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,459</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,454,199</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;26,065,478</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Biotechnology&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Grifols, Inc., Term Loan B, 4.25%, 6/01/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,419</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,425,009</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Building Products&nbsp;&mdash; 1.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Armstrong World Industries, Inc., Term Loan B, 3.50%, 3/16/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,139</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,137,498</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Continental Building Products LLC, 1st Lien Term Loan, 4.50%, 8/14/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,180</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,174,100</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CPG International, Inc., Term Loan, 4.75%, 9/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,445</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,449,306</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Quikrete Holdings, Inc., 1st Lien Term Loan, 4.00%, 9/28/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,485</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,490,836</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Wilsonart International Holdings LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B2, 4.00%, 10/31/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">505</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">498,687</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 4.00%, 10/31/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,429</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,396,238</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;11,146,665</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Capital Markets&nbsp;&mdash; 0.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">American Capital Holdings, Inc., Term Loan, 4.00%, 8/22/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">724</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">727,019</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HarbourVest Partners LLC, Term Loan B, 4.75%, 11/21/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,370</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,373,241</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">KCG Holdings, Inc., Term Loan B, 5.75%, 12/05/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,190</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,194,181</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;3,294,441</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Chemicals&nbsp;&mdash; 4.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Allnex USA, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 4.50%, 10/03/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,113</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,117,359</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 4.50%, 10/03/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">578</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">579,744</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">American Rock Salt Holdings LLC, Term Loan, 5.50%, 4/25/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">969</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">974,987</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Chemtura Corp., Term Loan B, 3.50%, 8/27/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,933</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,942,020</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Evergreen Acqco 1 LP, Term Loan, 5.00%, 7/09/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,075</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,078,426</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">General Chemical Corp., Term Loan, 5.00%, 10/06/15 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,115</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,119,200</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">INEOS US Finance LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3 Year Term Loan, 2.16%, 5/04/15 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">383</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">383,111</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6 Year Term Loan, 4.00%, 5/04/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,121</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,123,371</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MacDermid, Inc., 1st Lien Term Loan, 3.16%, 6/08/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,551</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,558,868</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Nexeo Solutions LLC, Term Loan B, 5.00%, 9/08/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,473</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,455,993</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">OXEA Finance LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 7/15/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,365</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,386,758</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 67%">&nbsp;</td>
    <TD STYLE="text-align: left; width: 8%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 3 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Chemicals (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">OXEA Finance LLC&nbsp;(concluded):</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 4.25%, 1/15/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,550</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,563,388</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Royal Adhesives and Sealants LLC, 1st Lien Term Loan, 5.50%, 7/31/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">696</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">700,962</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tata Chemicals North America, Inc., Term Loan B, 3.75%, 8/07/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">589</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">587,054</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tronox Pigments (Netherlands) BV, 2013 Term Loan, 4.50%, 3/19/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,014</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,047,319</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Univar, Inc., Term Loan B, 5.00%, 6/30/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">992</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">975,176</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Coatings Acquisition, Inc., Term Loan, 4.75%, 2/01/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,179</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,201,532</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;25,795,268</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Banks&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fly Funding II Sarl, Term Loan B, 1.00%, 8/09/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">245</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">246,379</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Redtop Acquisitions Ltd.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 3.27%, 11/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">845</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">848,169</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 5/31/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">310</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">311,550</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Santander Asset Management, Term Loan, 1.00%, 11/11/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,595</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,595,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;4,001,098</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Services &amp; Supplies&nbsp;&mdash; 3.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ADS Waste Holdings, Inc., Term Loan B, 4.25%, 10/09/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,956</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,971,239</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">AWAS Finance Luxembourg 2012 SA, Term Loan, 3.50%, 7/16/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,222</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,224,683</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Catalent Pharma Solutions, Inc., Term Loan, 6.50%, 12/29/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">505,625</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">KAR Auction Services, Inc., Term Loan B, 3.75%, 5/19/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,431</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,438,052</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><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 STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">597</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">598,618</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Livingston International, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.00%, 4/16/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,357</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,354,904</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 9.00%, 4/20/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">875</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">880,504</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Progressive Waste Solutions Ltd., Term Loan B, 3.50%, 10/24/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,340</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,339,875</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Protection One, Inc., Term Loan, 4.25%, 3/21/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,059</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,055,602</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Spin Holdco, Inc., Term Loan B, 4.25%, 11/14/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,080</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,082,570</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Commercial Services &amp; Supplies (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">West Corp., Term Loan B8, 3.75%, 6/29/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,966</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,976,205</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;21,427,877</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Communications Equipment&nbsp;&mdash; 2.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Alcatel-Lucent USA, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 5.75%, 1/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,328</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,354,999</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 6.25%, 1/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EUR</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,047</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,422,783</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Avaya, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B3, 4.74%, 10/26/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,648</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,577,880</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B5, 8.00%, 3/30/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">307</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">305,717</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CommScope, Inc., Term Loan, 3.75%, 1/12/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,944</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,944,989</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Riverbed Technology, Inc., Term Loan, 4.00%, 12/18/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">780</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">784,390</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Telesat Canada, Term Loan A, 4.38%, 3/24/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CAD</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,406</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,267,430</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Zayo Group LLC, Term Loan B, 4.00%, 7/02/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,844</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,842,412</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;14,500,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Construction &amp; Engineering&nbsp;&mdash; 1.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">BakerCorp International, Inc., Term Loan, 4.25%, 2/14/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,691</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,680,699</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Centaur LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.25%, 2/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,488</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,512,375</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.75%, 2/15/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,230</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,254,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USIC Holdings, Inc., 1st Lien Term Loan, 4.75%, 7/10/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,172</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,176,458</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;6,624,132</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Construction Materials&nbsp;&mdash; 1.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Filtration Group Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 11/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">970</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">976,868</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 11/30/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">525</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">533,531</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HD Supply, Inc., Senior Debt B, 4.50%, 10/12/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7,244</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">7,282,381</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">McJunkin Red Man Corp., Term Loan, 5.00%, 11/12/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">665</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">669,781</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;9,462,561</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 67%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="text-align: left; width: 8%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 5%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 3%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 6%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 4%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 2%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-top: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-top: Black 1pt solid">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 4 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Consumer Finance&nbsp;&mdash; 0.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Springleaf Financial Funding Co., Term Loan B2, 4.75%, 9/25/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,060</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,090,600</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Containers &amp; Packaging&nbsp;&mdash; 1.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Clondalkin Acquisition BV, 1st Lien Term Loan B, 5.75%, 5/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,032</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,042,737</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pact Group (USA), Inc., Term Loan B, 3.75%, 5/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,374</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,333,053</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Polarpak, Inc., 1st Lien Canadian Borrower, 4.50%, 6/05/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">521</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">524,299</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sealed Air Corp., 2013 Term Loan, 4.00%, 10/03/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,450</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,451,436</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tekni-Plex, Inc., Term Loan B, 5.50%, 8/25/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,721</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,720,687</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WNA Holdings, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien US Borrower, 4.50%, 6/05/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">283</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">284,804</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.50%, 12/07/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">410</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">413,075</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;9,770,091</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Distributors&nbsp;&mdash; 1.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ABC Supply Co., Inc., Term Loan, 3.50%, 4/16/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,035</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,028,706</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Crossmark Holdings, Inc., 1st Lien Term Loan, 4.50%, 12/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,022</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,017,164</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">VWR Funding, Inc., Extended Add on Term Loan, 4.16%, 4/03/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,201</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,203,927</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;7,249,797</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Consumer Services&nbsp;&mdash; 1.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Bright Horizons Family Solutions, Inc., Term Loan B, 4.00%, 1/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,804</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,816,093</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Doncasters Finance US LLC, Term Loan, 5.50%, 4/09/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">910</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">917,827</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Garda World Security Corp., Term Loan B, 4.00%, 11/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,178</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,182,909</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ROC Finance LLC, Term Loan, 5.00%, 5/15/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,080</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,033,430</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ServiceMaster Co., Term Loan, 4.25%, 1/31/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,052</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,020,223</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Weight Watchers International, Inc., Term Loan B2, 3.75%, 4/02/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,826</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,423,124</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;10,393,606</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services&nbsp;&mdash; 1.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ION Trading Technologies Sarl:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 5/22/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,736</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,743,252</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 5/21/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">365</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">368,347</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kasima LLC, Term Loan B, 3.25%, 5/17/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,535</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,530,211</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Reynolds Group Holdings, Inc., Dollar Term Loan, 4.00%, 12/31/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,277</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,297,906</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">RPI Finance Trust, Term Loan B3, 3.50%, 11/09/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">396</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">396,872</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WMG Acquisition Corp., Term Loan, 3.75%, 7/01/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,495</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,490,631</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;10,827,219</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Telecommunication Services&nbsp;&mdash; 4.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Consolidated Communications, Inc., Term Loan B3, 5.25%, 12/31/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,891</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,911,220</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hawaiian Telcom Communications, Inc., Term Loan B, 5.00%, 6/06/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,737</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,741,931</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Integra Telecom, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.25%, 2/22/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,030</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,049,469</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 9.75%, 2/21/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,070</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,096,301</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 3 Financing, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2019 Term Loan, 4.00%, 8/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,085</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,091,553</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2020 Term Loan B, 4.00%, 1/15/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9,510</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9,569,438</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Syniverse Holdings, Inc., Term Loan B, 4.00%, 4/23/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,939</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,951,162</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Telepacific Corp., Term Loan B, 5.75%, 2/23/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,079</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,074,873</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;25,485,947</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Electric Utilities&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">American Energy - Utica, LLC, 2nd Lien Term Loan, 11.00%, 9/10/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">979</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">978,912</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sandy Creek Energy Associates, L.P., Term Loan B, 5.00%, 11/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">995</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">997,716</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;1,976,628</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Electrical Equipment&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Texas Competitive Electric Holdings Co. LLC, Extended Term Loan, 4.67%-4.74%, 10/10/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,030</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,095,639</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Electronic Equipment, Instruments &amp; Components&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CDW LLC, Term Loan, 3.50%, 4/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,289</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,277,059</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 67%">&nbsp;</td>
    <TD STYLE="text-align: left; width: 8%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 5 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Energy Equipment &amp; Services&nbsp;&mdash; 0.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Dynegy Holdings, Inc., Term Loan B2, 4.00%, 4/23/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,835</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,837,309</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MEG Energy Corp., Refinancing Term Loan, 3.75%, 3/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,589</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,598,752</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Unifrax Corp., Term Loan, 4.25%, 11/28/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">958</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">959,151</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;4,395,212</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Food &amp; Staples Retailing&nbsp;&mdash; 1.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Alliance Boots Holdings Ltd., Term Loan B1, 3.48%, 7/09/15 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GBP</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,250</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,309,093</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rite Aid Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 5.75%, 8/21/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,040</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,064,700</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan 6, 4.00%, 2/21/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">871</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">876,685</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Supervalu, Inc., Refinancing Term Loan B, 5.00%, 3/21/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,255</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,263,719</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Foods, Inc., Refinancing Term Loan, 4.50%, 3/29/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">863</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">864,995</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;10,379,192</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Food Products&nbsp;&mdash; 3.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">AdvancePierre Foods, Inc., Term Loan, 5.75%, 7/10/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,342</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,327,075</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CTI Foods Holding Co. LLC, 1st Lien Term Loan, 4.50%, 6/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,135</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,135,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Del Monte Foods Co., Term Loan:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien, 1.00%, 11/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,740</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,748,700</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.00%, 3/08/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,723</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,732,646</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Dole Food Co., Inc., Term Loan B, 4.50%, 11/01/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,655</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,666,788</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GFA Brands, Inc., Term Loan B, 5.00%, 7/09/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">494</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">494,997</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">H.J. Heinz Co., Term Loan B1, 3.25%, 6/07/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">314</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">315,664</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Michael Foods Group, Inc., Term Loan, 4.25%, 2/23/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">643</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">646,239</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Performance Food Group Co., 2nd Lien Term Loan, 6.25%, 11/14/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,953</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,941,528</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pinnacle Foods Finance LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan H, 3.25%, 4/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">535</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">534,181</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan G, 3.25%, 4/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,035</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,030,198</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Reddy Ice Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 6.75%, 5/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,483</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,480,986</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 10.75%, 11/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,195</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,174,088</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;22,228,090</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Gas Utilities&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EFS Cogen Holdings I, Inc., Term Loan B, 1.00%, 12/01/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,425</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,425,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Equipment &amp; Supplies&nbsp;&mdash; 5.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ARAMARK Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Synthetic 4C, 3.65%, 7/26/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">46</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">46,211</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Synthetic 4C-3, 3.65%, 7/26/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">32</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">32,257</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Arysta LifeScience Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 5/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,100</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,117,682</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 11/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,675</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,702,219</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Biomet, Inc., Term Loan B2, 3.67%, 7/25/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,327</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,351,080</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Capital Safety North America Holding, Inc., Term Loan, 4.50%, 1/21/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,542</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,537,759</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CeramTec Acquisition Corp., Term Loan B2, 4.25%, 8/28/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">118</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">117,930</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DJO Finance LLC, Term Loan B3, 4.75%, 9/15/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,304</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,345,663</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fresenius SE &amp; Co. KGaA, Term Loan B, 2.25%, 8/07/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,710</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,706,613</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Hologic, Inc., Term Loan B, 3.75%, 8/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,335</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,347,065</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Iasis Healthcare LLC, Term Loan B2, 4.50%, 5/03/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">435</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">437,532</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Immucor, Inc., Refinancing Term Loan B2, 5.00%, 8/17/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,561</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,573,236</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kinetic Concepts, Inc., Term Loan D1, 4.50%, 5/04/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">530</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">535,168</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">LHP Hospital Group, Inc., Term Loan, 9.00%, 7/03/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">923</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">863,297</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Onex Carestream Finance LP:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.00%, 6/07/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,333</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,347,176</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 9.50%, 6/07/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,170</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,177,313</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;29,238,201</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Providers &amp; Services&nbsp;&mdash; 5.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">American Renal Holdings, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 9/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,876</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,868,361</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.50%, 2/14/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,795</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,768,075</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ardent Medical Services, Inc., Term Loan, 6.75%, 7/02/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,151</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,148,422</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CHG Buyer Corp., Term Loan, 4.25%, 11/19/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,779</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,786,170</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ConvaTec, Inc., Term Loan, 4.00%, 12/22/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,440</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,451,612</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 67%">&nbsp;</td>
    <TD STYLE="text-align: left; width: 8%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 6 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Providers &amp; Services (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">DaVita, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 4.50%, 10/20/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,842</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,860,115</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 4.00%, 11/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,769</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,778,513</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Envision Healthcare Corp., Term Loan, 4.00%, 5/25/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,927</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,931,327</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fresenius SE &amp; Co. KGaA, Incremental Term Loan B, 2.47%, 6/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EUR</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">530</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">718,364</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Genesis HealthCare Corp., Term Loan B, 10.00%, 9/25/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,259</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,271,385</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HCA, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B4, 2.91%, 5/01/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,139</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,138,664</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B5, 3.00%, 3/31/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">827</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">827,066</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ikaria Acquisition, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 7.25%, 7/03/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">617</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">621,816</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 11.00%, 7/03/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">420</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">428,400</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">inVentiv Health, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Combined Term Loan, 7.50%, 8/04/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,008</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">996,067</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B3, 7.75%, 5/15/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,105</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,092,725</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Surgical Care Affiliates, Inc., Class C Incremental Term Loan, 4.25%, 6/29/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,860</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,864,988</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">US Renal Care, Inc., Incremental 1st Lien Term Loan, 5.25%, 7/03/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,116</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,134,969</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;28,687,039</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Health Care Technology&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">IMS Health, Inc., Term Loan B1, 3.75%, 9/01/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,205</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,213,925</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MedAssets, Inc., Term Loan B, 4.00%, 12/13/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">904</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">904,042</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;4,117,967</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 11.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Bally Technologies, Inc., Term Loan B, 4.25%, 8/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,885</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,895,990</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Boyd Gaming Corp., Term Loan B, 4.00%, 8/14/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,195</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,196,494</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Bronco Midstream Funding LLC, Term Loan B, 5.00%, 8/17/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,280</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,312,800</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Resort Properties, LLC, Term Loan B, 7.00%, 10/12/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">17,565</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">17,246,722</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Drumm Investors LLC, Term Loan, 5.00%, 5/04/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,625</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,583,219</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Four Seasons Holdings, Inc., 2nd Lien Term Loan, 6.25%, 12/28/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,435</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,469,081</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hilton Worldwide Finance, LLC, Term Loan B2, 4.00%, 10/26/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">16,008</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">16,052,951</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Intrawest ULC, Term Loan, 5.50%, 11/26/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,620</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,622,025</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Marina District Finance Co., Inc., Term Loan B, 1.00%, 8/15/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,190</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,191,488</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">MGM Resorts International, Term Loan B, 3.50%, 12/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,370</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,367,296</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">OSI Restaurant Partners LLC, Term Loan, 3.50%, 10/25/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,055</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,055,222</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pinnacle Entertainment, Inc., Term Loan B2, 3.75%, 8/13/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,269</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,277,119</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Playa Resorts Holding BV, Term Loan B, 4.75%, 8/06/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,780</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,794,471</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sabre, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan, 4.50%, 2/19/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">510</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">509,046</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.25%, 2/19/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,399</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,407,304</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Six Flags Theme Parks, Inc., Term Loan B, 4.00%, 12/20/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,149</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,152,909</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Station Casinos, Inc., Term Loan B, 5.00%, 3/02/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,254</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,307,239</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Travelport LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan 1, 9.50%, 1/29/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,057</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,092,811</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Refinancing Term Loan, 6.25%, 6/26/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,382</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,410,398</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Twin River Management Group, Inc., Term Loan B, 5.25%, 11/09/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,465</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,490,062</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Wendy's International, Inc., Term Loan B, 3.25%, 5/15/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,647</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,646,478</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;68,081,125</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Household Products&nbsp;&mdash; 1.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Prestige Brands, Inc., Term Loan, 3.75%, 1/31/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,930</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,933,917</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Spectrum Brands, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan, 4.50%, 12/17/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,036</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,046,683</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan A, 3.00%, 9/07/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,040</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,040,863</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 3.50%, 9/04/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">205</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">205,508</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;6,226,971</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Independent Power Producers &amp; Energy Traders&nbsp;&mdash; 1.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">AES Corp., Refinancing Term Loan B, 3.75%, 6/01/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,050</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,065,822</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 67%">&nbsp;</td>
    <TD STYLE="text-align: left; width: 8%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 7 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Independent Power Producers &amp; Energy Traders (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Calpine Corp., Term Loan B1, 4.00%, 4/02/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">923</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">928,316</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">La Frontera Generation LLC, Term Loan, 4.50%, 9/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,426</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,467,976</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Star West Generation LLC, Term Loan B, 4.25%, 3/13/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,771</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,782,169</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;10,244,283</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Industrial Conglomerates&nbsp;&mdash; 0.8%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sequa Corp., Term Loan B, 5.25%, 12/19/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,558</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,497,128</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Insurance&nbsp;&mdash; 2.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Alliant Holdings I, Inc., Term Loan B, 4.75%, 12/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,826</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,829,633</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Asurion LLC, Term Loan B1, 4.50%, 5/24/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,829</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,826,673</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CNO Financial Group, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 3.00%, 9/28/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,440</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,444,377</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 3.75%, 9/20/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,267</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,269,358</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cooper Gay Swett &amp; Crawford Ltd.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.00%, 4/16/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,840</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,815,653</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 10/16/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">860</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">843,514</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cunningham Lindsey US, Inc., 1st Lien Term Loan, 5.00%, 12/10/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,588</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,584,030</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hub International Ltd., Term Loan B, 4.75%, 10/02/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,930</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,948,586</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">National Financial Partners Corp., Term Loan, 5.25%, 7/01/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">564</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">569,928</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;15,131,752</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Internet Software &amp; Services&nbsp;&mdash; 1.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Interactive Data Corp., Term Loan B, 3.75%, 2/11/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,829</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,823,735</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">W3 Co.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.75%, 3/13/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,786</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,790,490</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 9.25%, 9/11/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">693</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">700,195</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Web.com Group, Inc., Term Loan B, 4.50%, 10/27/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,311</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,321,566</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;7,635,986</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">IT Services&nbsp;&mdash; 3.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CCC Information Services, Inc., Term Loan, 4.00%, 12/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">923</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">923,025</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ceridian Corp., Term Loan B, 4.42%, 5/09/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,873</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,888,760</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">IT Services (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">First Data Corp., 2018 Term Loan:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.17%, 9/24/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,050</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,052,289</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended B, 4.17%, 3/23/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9,424</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">9,443,333</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Genpact International, Inc., Term Loan B, 3.50%, 8/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,875</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,878,738</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">InfoGroup, Inc., Term Loan, 8.00%, 5/25/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,015</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">821,769</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Moneygram International, Inc., Term Loan B, 4.25%, 3/27/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">303</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">304,857</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SunGard Data Systems, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 4.50%, 1/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,156</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,162,402</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan E, 4.00%, 3/09/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">647</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">651,601</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;21,126,774</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Leisure Equipment &amp; Products&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">FGI Operating Co. LLC, Term Loan, 5.50%, 4/19/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">886</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">895,893</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Life Sciences Tools &amp; Services&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Patheon, Inc., Term Loan, 7.25%, 12/06/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,198</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,209,136</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Machinery&nbsp;&mdash; 4.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Allegion PLC, Term Loan B, 3.00%, 9/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">915</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">915,284</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Alliance Laundry Systems LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 9.50%, 12/10/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">573</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">577,739</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Refinancing Term Loan, 4.25%, 12/10/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">932</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">934,533</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Dayco Products LLC, Term Loan B, 5.25%, 11/26/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,595</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,583,037</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Faenza Acquisition GmbH:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 4.25%, 8/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,194</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,197,671</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B3, 4.25%, 8/28/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">363</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">364,290</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gardner Denver, Inc., Term Loan:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.75%, 7/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EUR</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">549</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">751,151</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.25%, 7/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,329</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,311,358</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Generac Power Systems, Inc., Term Loan B, 3.50%, 5/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,426</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,426,412</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Intelligrated, Inc., 1st Lien Term Loan, 4.50%, 7/30/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,980</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,984,950</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Mirror Bidco Corp., Term Loan, 5.25%, 12/27/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,447</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,457,718</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Navistar International Corp., Term Loan B, 5.75%, 8/17/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">904</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">917,903</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pacific Industrial Services US Finco LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.00%, 10/02/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,210</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,233,492</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 67%">&nbsp;</td>
    <TD STYLE="text-align: left; width: 8%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 8 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Machinery (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pacific Industrial Services US Finco LLC&nbsp;(concluded):</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.75%, 4/02/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">855</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">872,100</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rexnord LLC, 1st Lien Term Loan B, 4.00%, 8/21/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,730</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,729,371</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Silver II US Holdings LLC, Term Loan, 4.00%, 12/13/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,283</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,281,480</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Terex Corp., Term Loan, 4.00%, 4/28/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EUR</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">153</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">209,092</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Wabash National Corp., Term Loan B, 4.50%, 5/02/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,382</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,387,594</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;26,135,175</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Marine&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HGIM Corp., Term Loan B, 5.50%, 6/18/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,020</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,035,075</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Media&nbsp;&mdash; 13.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Activision Blizzard, Inc., Term Loan B, 3.25%, 10/12/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,040</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,046,658</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Advanstar Communications, Inc., 2nd Lien Term Loan, 9.50%, 6/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,125</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,125,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Capsugel Holdings US, Inc., Term Loan B, 3.50%, 8/01/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,202</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,196,137</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Catalina Marketing Corp., Term Loan B, 5.25%, 10/12/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,521,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cengage Learning Acquisitions, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Non-Extended Term Loan, 4.75%, 7/03/14 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">781</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">587,026</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tranche 1 Incremental, 7.50%, 7/03/14 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,708</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,283,578</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Charter Communications Operating LLC, Term Loan E, 3.00%, 7/01/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,030</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,000,601</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Clear Channel Communications, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 3.81%, 1/29/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">655</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">630,411</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 3.81%, 1/29/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">183</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">174,315</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 6.91%, 1/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6,875</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6,479,557</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cumulus Media Holdings, Inc., 1st Lien Term Loan, 4.50%, 9/17/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,411</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,422,951</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EMI Music Publishing Ltd., Term Loan B, 4.25%, 6/29/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,955</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,962,126</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EW Scripps Co., Term Loan B, 3.25%, 11/14/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,540</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,543,850</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fender Musical Instruments Corp., 2019 Term Loan B, 5.75%, 4/03/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">307</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">310,656</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Media (continued)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Foxco Acquisition Sub LLC, Term Loan B, 5.50%, 7/14/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,898</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,902,617</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">196</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">181,336</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gray Television, Inc., Term Loan B, 4.75%, 10/15/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">519</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">521,041</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hemisphere Media Group, Inc., Term Loan, 6.25%, 7/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,199</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,206,372</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Houghton Mifflin Harcourt Publishing Co., DIP Term Loan B, 4.25%, 6/01/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,876</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,880,328</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hubbard Radio LLC, Term Loan B, 4.50%, 4/29/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,590</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,601,912</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Intelsat Jackson Holdings SA, Term Loan B2, 2.00%, 6/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,188</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,194,160</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Lions Gate Entertainment Corp., 2nd Lien Term Loan, 5.00%, 7/17/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">645</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">645,806</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Live Nation Entertainment, Inc., 2020 Term Loan B1, 3.50%, 8/17/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">500</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">500,250</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Media General, Inc., Delayed Draw Term Loan B, 5.50%, 7/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,845</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,862,306</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NEP/NCP Holdco, Inc., Term Loan:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien, 9.50%, 7/22/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">571</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">585,360</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4.75%, 1/22/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,878</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,885,446</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Nielsen Finance LLC, Term Loan E, 2.92%, 5/02/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,368</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,371,191</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Rentpath, Inc., Term Loan B, 6.25%, 5/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,359</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,306,008</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Salem Communications Corp., Term Loan B, 4.50%, 3/13/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,713</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,718,069</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sinclair Television Group, Inc., Term Loan B, 3.00%, 4/09/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,886</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,870,215</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Springer Science &amp; Business Media Deutschland GmbH, Term Loan B2, 5.00%, 8/14/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,155</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,160,840</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tribune Co., 2013 Term Loan, 1.00%, 11/12/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,855</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,841,610</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">TWCC Holding Corp., 2nd Lien Term Loan, 7.00%, 6/26/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,045</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,093,569</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Univision Communications, Inc., Converted Extended Term Loan, 4.50%, 3/02/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,079</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,091,407</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">UPC Financing Partnership, Term Loan AG, 3.88%, 3/31/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EUR</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,272</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,738,096</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Virgin Media Investment Holdings Ltd.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 3.50%, 6/08/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,415</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,414,727</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 4.50%, 6/05/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GBP</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,840</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,690,681</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 67%">&nbsp;</td>
    <TD STYLE="text-align: left; width: 8%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 9 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Media (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WideOpenWest Finance LLC, Term Loan B, 4.75%, 4/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,237</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,248,896</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;77,796,359</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Metals &amp; Mining&nbsp;&mdash; 4.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ameriforge Group, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 5.00%, 12/19/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,628</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,641,259</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.75%, 12/18/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">815</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">831,300</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">API Heat Transfer, Inc., Term Loan, 5.25%, 5/03/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,650</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,641,377</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Constellium Holdco BV, Term Loan B, 6.00%, 3/25/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,637</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,723,097</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">FMG Resources August 2006 Property Ltd., Term Loan, 4.25%, 6/28/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,971</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,014,584</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Murray Energy Corp., Term Loan B, 4.75%, 5/24/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">393</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">394,864</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Novelis, Inc., Term Loan, 3.75%, 3/10/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,427</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,441,482</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SunCoke Energy, Inc., Term Loan B, 4.00%, 7/26/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">576</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">572,744</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Walter Energy, Inc., Term Loan B, 6.75%, 4/02/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,148</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,079,427</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Windsor Financing LLC, Term Loan B, 6.25%, 12/05/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,684</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,748,249</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;23,088,383</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Multiline Retail&nbsp;&mdash; 3.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">99 Cents Only Stores, Term Loan, 4.50%, 1/11/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,984</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,992,158</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Apex Tool Group LLC, Term Loan B, 4.50%, 1/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,104</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,107,939</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">BJ's Wholesale Club, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 9/26/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,367</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,373,872</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.50%, 3/26/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">870</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">886,313</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HEMA Holding BV:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended 2nd Lien Term Loan, 5.88%, 1/05/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EUR</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,400</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,762,824</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan B, 4.50%, 12/06/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">576</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">787,445</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan C, 4.50%, 12/06/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">528</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">721,140</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hudson's Bay Co.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.75%, 11/04/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,035</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,059,746</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 11/04/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">150</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">154,001</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">JC Penney Corp., Inc., 1st Lien Term Loan, 6.00%, 5/22/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,187</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,159,260</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Multiline Retail (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">The Neiman Marcus Group, Inc., Term Loan, 5.00%, 10/26/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,065</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,083,390</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;17,088,088</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Oil, Gas &amp; Consumable Fuels&nbsp;&mdash; 6.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Brand Energy &amp; Infrastructure Services, Inc., Term Loan B, 1.00%, 11/20/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,828</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,843,875</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Chesapeake Energy Corp., Unsecured Term Loan, 5.75%, 12/01/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,285</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,370,700</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Drillships Financing Holding, Inc., Term Loan B2, 5.50%, 7/15/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,681</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,723,730</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">EP Energy LLC, Term Loan B3, 3.50%, 5/24/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,920</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,920,480</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Fieldwood Energy LLC, 1st Lien Term Loan, 3.88%, 9/28/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,155</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,162,034</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GIM Channelview Cogeneration LLC, Term Loan B, 4.25%, 5/08/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,157</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,164,332</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,426</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,426,213</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Offshore Group Investment Ltd.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">6.25%, 10/25/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,039</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,048,255</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5.75%, 3/28/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,502</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,516,062</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pacific Drilling SA, Term Loan B, 4.50%, 6/04/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,424</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,443,631</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Panda Temple II Power LLC, Term Loan B, 7.25%, 4/03/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,560</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,599,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Philadelphia Energy Solutions LLC, Term Loan B, 6.25%, 4/04/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,634</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,460,086</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">PowerTeam Services LLC:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.25%, 5/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">842</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">831,543</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 11/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">470</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">461,775</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Delayed Draw Term Loan, 4.25%, 5/06/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">46</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">45,329</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ruby Western Pipeline Holdings LLC, Term Loan B, 3.50%, 3/27/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,224</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,227,833</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Samson Investment Co., 2nd Lien Term Loan, 6.00%, 9/25/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,285</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,288,212</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">State Class Tankers II LLC, Term Loan B, 6.75%, 6/22/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,750</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,763,125</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tesoro Corp., Term Loan B, 2.41%, 5/30/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,353</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,353,175</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Western Refining, Inc., Term Loan B, 4.25%, 11/12/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,470</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,481,951</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;37,131,341</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 67%">&nbsp;</td>
    <TD STYLE="text-align: left; width: 8%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 10 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Paper &amp; Forest Products&nbsp;&mdash; 0.2%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NewPage Corp., Exit Term Loan, 7.75%, 12/21/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,378</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,405,619</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Pharmaceuticals&nbsp;&mdash; 4.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Akorn, Inc., Term Loan B, 1.00%, 8/27/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,790</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,795,603</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Amneal Pharmaceuticals LLC, Term Loan, 7.00%, 11/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,235</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,235,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Aptalis Pharma, Inc., Term Loan B, 6.00%, 9/18/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,277</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,327,962</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Envision Acquisition Co. LLC, 1st Lien Term Loan, 5.75%, 11/04/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,045</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,047,612</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Par Pharmaceutical Cos., Inc., Refinancing Term Loan B, 4.25%, 9/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,678</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,697,801</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Pharmaceutical Product Development LLC, Term Loan B, 4.25%, 12/05/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,066</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,088,393</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Quintiles Transnational Corp., Term Loan B, 4.00%, 6/08/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,647</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,647,480</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Valeant Pharmaceuticals International, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series C2 Term Loan B, 3.75%, 12/11/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,666</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,683,874</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Series D2 Term Loan B, 3.75%, 2/13/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,933</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,951,741</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan E, 4.50%, 8/05/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,791</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,809,954</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;28,285,420</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Professional Services&nbsp;&mdash; 1.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Emdeon Business Services LLC, Term Loan B2, 3.75%, 11/02/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,249</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,258,934</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">ON Assignment, Inc., Refinancing Term Loan B, 3.50%, 4/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,099</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,094,913</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sirva Worldwide, Inc., Term Loan, 7.50%, 3/27/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,851</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,883,087</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">TriNet Group, Inc., Term Loan B2, 5.00%, 8/14/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,165</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,165,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Truven Health Analytics, Inc., Term Loan B, 4.50%, 6/06/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,612</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,619,664</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;10,021,598</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Real Estate Investment Trusts (REITs)&nbsp;&mdash; 0.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">iStar Financial, Inc., Term Loan, 4.50%, 10/16/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,664</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,675,234</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Starwood Property Trust, Inc., Term Loan B, 1.00%, 4/17/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">560</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">557,553</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;3,232,787</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Real Estate Management &amp; Development&nbsp;&mdash; 1.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CityCenter Holdings LLC, Term Loan B, 5.00%, 10/16/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,525</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,552,624</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Realogy Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Letter of Credit, 4.45%, 10/10/16 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><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"><font style="font-family: Arial, Helvetica, Sans-Serif">248</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">250,515</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Extended Term Loan, 4.50%, 3/05/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,251</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">5,303,440</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;8,106,579</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Road &amp; Rail&nbsp;&mdash; 0.4%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Genesee &amp; Wyoming, Inc., Term Loan A, 1.91%, 9/29/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,098</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,097,069</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Road Infrastructure Investment LLC, Term Loan B, 6.25%, 3/30/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,004</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,008,392</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;2,105,461</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Semiconductors &amp; Semiconductor Equipment&nbsp;&mdash; 1.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Freescale Semiconductor, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B4, 5.00%, 2/28/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,269</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,302,274</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B5, 5.00%, 1/15/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">715</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">722,400</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">NXP BV:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan C, 4.75%, 1/11/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,831</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,832,536</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan D, 3.25%, 1/10/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,430</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,431,073</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;7,288,283</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Software&nbsp;&mdash; 5.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Blackboard, Inc., Term Loan B3, 4.75%, 10/04/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">493</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">496,712</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">BMC Software Finance, Inc., Term Loan, 5.00%, 9/10/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,455</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,467,275</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Chromaflo Technologies Corp.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 1.00%, 11/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,150</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,150,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 1.00%, 5/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">490</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">492,450</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">CompuCom Systems, Inc., Refinancing Term Loan B, 4.25%, 5/11/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">613</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">610,135</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Evertec Group LLC, Term Loan B, 3.50%, 4/17/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,067</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,039,308</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GCA Services Group, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 9.25%, 10/22/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">975</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">984,750</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 5.25%, 11/01/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,849</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,849,884</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Infor US, Inc., Term Loan B2, 5.25%, 4/05/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,107</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,124,883</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Kronos, Inc., 2nd Lien Term Loan, 9.75%, 4/30/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,790</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,843,700</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 67%">&nbsp;</td>
    <TD STYLE="text-align: left; width: 8%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 11 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->11<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Software (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Mitchell International, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 10/12/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,110</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,116,937</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.50%, 10/08/21 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,600</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,620,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">RP Crown Parent LLC, 1st Lien Term Loan, 6.75%, 12/21/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,553</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,567,180</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sophia LP, Term Loan B, 4.50%, 7/19/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,648</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,666,380</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SS&amp;C Technologies, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B1, 3.25%, 6/07/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,952</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,958,623</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B2, 3.25%, 6/07/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">305</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">306,064</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">StoneRiver Holdings, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1st Lien Term Loan, 4.50%, 11/29/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">813</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">809,740</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.50%, 5/29/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">944</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">950,377</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Websence, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2nd Lien Term Loan, 8.25%, 12/24/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">730</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">729,087</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B, 4.50%, 6/25/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">803</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">801,984</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;28,585,469</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Specialty Retail&nbsp;&mdash; 6.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Academy Ltd., Term Loan, 4.50%, 8/03/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,439</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,454,763</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Atlantic Aviation FBO, Inc., Term Loan B, 3.25%, 6/01/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">579</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">578,006</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Bass Pro Group LLC, Term Loan, 4.00%, 11/20/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,776</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,786,378</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Burlington Coat Factory Warehouse Corp., Term Loan B2, 4.25%, 2/23/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">617</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">620,344</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">David's Bridal, Inc., Term Loan B, 5.00%, 10/11/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,681</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,683,798</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Equinox Holdings, Inc., Repriced Term Loan B, 4.50%, 1/31/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,955</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,964,951</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gymboree Corp., Initial Term Loan, 5.00%, 2/23/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">161</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">155,685</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Harbor Freight Tools USA, Inc., 1st Lien Term Loan, 4.75%, 7/26/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,985</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,005,433</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Jo-Ann Stores, Inc., Term Loan, 4.00%, 3/16/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">979</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">980,048</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Leslie's Poolmart, Inc., Term Loan B, 4.25%, 10/16/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,992</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,999,590</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Michaels Stores, Inc., Term Loan, 3.75%, 1/28/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,616</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,622,815</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<TR>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests (c)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Specialty Retail (concluded)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Party City Holdings, Inc., Refinancing Term Loan B, 4.25%, 7/29/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,879</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4,890,806</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Petco Animal Supplies, Inc., Term Loan, 4.00%, 11/24/17 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,396</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,409,401</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Sprouts Farmers Markets Holdings LLC, Term Loan, 4.00%, 4/23/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">773</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">776,660</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">SRAM LLC, Term Loan B, 4.00%, 4/10/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">830</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">827,282</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Things Remembered, Inc., Term Loan B, 8.00%, 5/24/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,719</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,709,970</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Toys 'R' Us-Delaware, Inc.:</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Incremental Term Loan B2, 5.25%, 5/25/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">792</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">702,676</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Term Loan B3, 5.25%, 5/25/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">164</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">145,534</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;34,314,140</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Textiles, Apparel &amp; Luxury Goods&nbsp;&mdash; 0.9%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,974</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">3,778,255</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Phillips-Van Heusen Corp., Term Loan B, 3.25%, 2/13/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,369</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,370,627</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">True Religion Apparel, Inc., 1st Lien Term Loan, 5.88%, 7/30/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">190</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">181,688</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;5,330,570</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Thrifts &amp; Mortgage Finance&nbsp;&mdash; 0.6%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">IG Investments Holdings LLC, 1st Lien Term Loan, 5.50%, 10/31/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,945</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,953,198</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Ocwen Financial Corp., Term Loan, 5.00%, 2/15/18 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,637</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,655,532</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;3,608,730</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Trading Companies &amp; Distributors&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">WESCO Distribution, Inc., Term Loan B, 4.50%, 12/12/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">550</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">551,288</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Wireless Telecommunication Services&nbsp;&mdash; 0.7%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cricket Communications, Inc., Term Loan, 4.75%, 10/10/19 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,625</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,630,643</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Light Tower Fiber LLC, 1st Lien Term Loan, 4.50%, 4/13/20 </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,683</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,684,402</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,315,045</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Floating Rate Loan Interests</b> &mdash; <b>134.4%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;774,252,220</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 67%">&nbsp;</td>
    <TD STYLE="text-align: left; width: 8%">&nbsp;</td>
    <TD STYLE="width: 5%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 12 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
<TR STYLE="vertical-align: bottom">
    <TD STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;</TD>
    <TD STYLE="font: 7pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right"><FONT STYLE="font-size: 7pt"><B>(Percentages shown are based on Net Assets)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Non-Agency
Mortgage-Backed Securities&nbsp;</FONT></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;Par</FONT><BR>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">(000)</FONT></font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center">Value</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="5" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Collateralized Mortgage Obligations &mdash; 0.2%</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Hilton USA Trust 2013-HLT, Series 2013-HLT, Class EFX, 5.22%, 11/05/30 (b)(d)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD&nbsp;</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,336</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,342,680</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="11" STYLE="padding-top: 3pt; padding-bottom: 2pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 1pt 0 6pt; border-bottom: #0070C0 8pt solid">&nbsp;</P></td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Other Interests (a)(i)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Beneficial</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Interest</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">(000)</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Auto Components&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Intermet Liquidating Trust, Class A </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">256</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services&nbsp;&mdash; 0.1%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">J.G. Wentworth LLC Preferred Equity Interests (90-day lock), (Acquired 11/18/13, cost $1,177,928) (j)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">17</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">263,542</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">J.G. Wentworth LLC Preferred Equity Interests (135-day lock), (Acquired 11/18/13, cost $1,177,928) (j)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">17</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">263,542</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">J.G. Wentworth LLC Preferred Equity Interests (180-day lock), (Acquired 11/18/13, cost $1,177,928) (j)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">17</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">263,542</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;790,626</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Hotels, Restaurants &amp; Leisure&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Buffets, Inc. </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">360</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">4</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Household Durables&nbsp;&mdash; 0.3%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Stanley Martin, Class B Membership Units </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,735,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Other Interests</b> &mdash; <b>0.4%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;2,525,632</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="11" STYLE="padding-top: 3pt; padding-bottom: 2pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 1pt 0 6pt; border-bottom: #0070C0 8pt solid">&nbsp;</P></td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Trust Preferreds &mdash; 0.5%</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Shares</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Diversified Financial Services&nbsp;&mdash; 0.5%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GMAC Capital Trust I, Series 2, 8.13%, 2/15/40 (c)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">100,620</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,690,989</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Warrants (k)</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Shares</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Chemicals&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">GEO Specialty Chemicals, Inc., (Expires 3/31/15)(a)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">143,928</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">120,900</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Software&nbsp;&mdash; 0.0%</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">HMH Holdings/EduMedia, (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-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">2,406</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Warrants</b> &mdash; <b>0.0%</b></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">120,900</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Long-Term Investments</b></font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif"><b>(Cost &mdash; $837,010,824) &mdash; 145.2%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;836,446,686</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="11" STYLE="padding-top: 3pt; padding-bottom: 2pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 1pt 0 6pt; border-bottom: #0070C0 8pt solid">&nbsp;</P></td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Short-Term Securities </font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.07% (l)(m)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8,852,042</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">8,852,042</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Short-Term Securities</b></font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif"><b>(Cost &mdash; $8,852,042) &mdash; 1.5%</b></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">8,852,042</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom"> <td colspan="11" STYLE="padding-top: 3pt; padding-bottom: 2pt"> <P STYLE="font: bold 2pt Arial, Helvetica, Sans-Serif; margin: 1pt 0 6pt; border-bottom: #0070C0 8pt solid">&nbsp;</P></td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Options Purchased</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>(Cost &mdash; $43,022) &mdash; 0.0%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total Investments (Cost &mdash; $845,905,888*) &mdash; 146.7%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;845,298,728</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Liabilities in Excess of Other Assets</b> &mdash; <b>(46.7)%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: center">&nbsp;</td>
    <td colspan="3" style="vertical-align: bottom; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;(269,088,481)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="7" STYLE="font-size: 2pt">&nbsp;</td>
    <TD COLSPAN="4" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="6" style="vertical-align: bottom; padding-top: 2pt; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Net Assets</b> &mdash; <b>100.0%</b></font></td>
    <TD STYLE="vertical-align: bottom; padding-bottom: 1pt; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <td colspan="3" style="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;576,210,247</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; padding-top: 2pt; text-align: right">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD  colspan="11" style="padding-bottom: 2pt; font-weight: bold" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 2%"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></td>
    <TD STYLE="width: 67%"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></td>
    <TD STYLE="width: 8%; text-align: left"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></td>
    <TD STYLE="width: 5%"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></td>
    <TD STYLE="width: 3%"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></td>
    <TD STYLE="width: 1%"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></td>
    <TD STYLE="width: 6%"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></td>
    <TD STYLE="width: 4%"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></td>
    <TD STYLE="width: 2%"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></td>
    <TD STYLE="width: 1%"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></td>
    <TD STYLE="width: 1%"><FONT STYLE="font-size: 1pt">&nbsp;</FONT></td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <TD STYLE="width: 4%; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">*</font></td>
    <TD STYLE="width: 96%"><font style="font-family: Arial, Helvetica, Sans-Serif">As of November 30, 2013, gross unrealized appreciation and depreciation based on cost for federal income tax purposes were as follows:</font>
</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Tax cost&#9;</font></td>
    <TD STYLE="vertical-align: bottom; width: 2%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; width: 12%; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">848,086,187</font></td>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD>
    <TD STYLE="font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gross unrealized appreciation&#9;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">14,441,248</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Gross unrealized depreciation&#9;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; text-indent: 0in"><font style="font-family: Arial, Helvetica, Sans-Serif">(17,228,707)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD>
    <TD STYLE="font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Net unrealized depreciation&#9;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">(2,787,459)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD>
    <TD STYLE="font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="border-bottom: Black 1pt solid; font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD></tr>
</table>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #99CCFF; border-top: navy 1pt solid; border-bottom: navy 1pt solid"><b>Notes
        to Schedule of Investments </b></P></td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(a)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Non-income producing security.</font></td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(b)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.</font></td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(c)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Variable rate security. Rate shown is as of report date.</font></td></tr>
<tr>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 95%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</TABLE>

<!-- Field: Page; Sequence: 13 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0"></P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="vertical-align: top">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(d)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">When-issued security. Unsettled when-issued transactions were as follows:</font></td></tr>
<tr>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 95%; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-bottom: Black 1pt solid">&nbsp;</td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="19" STYLE="position: relative; top: -3pt; font-weight: bold; font-size: 2pt">	&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Counterparty</font></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-bottom: Black 1pt solid">
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">Unrealized<br>
        Appreciation</P>
        <P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: center">(Depreciation)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="19" STYLE="position: relative; top: -3pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="9" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">J.P. Morgan Securities LLC</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">1,342,680</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; text-indent: 0in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td colspan="2" style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="9" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Wells Fargo Securities, LLC</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">1,130,450</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD COLSPAN="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<TR STYLE="font-size: 1pt">
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 3%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 2%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 8%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 8%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 6%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td>
    <TD STYLE="width: 1%; font-size: 1pt">&nbsp;</td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="4" STYLE="position: relative; top: -3pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(e)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Represent a zero-coupon bond. Rate shown reflects the current yield as of report date.</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(f)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Convertible security.</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(g)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Issuer filed for bankruptcy and/or is in default of principal and/or interest payments.</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(h)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Represents a payment-in-kind security which may pay interest/dividends in additional par/shares and/or in cash. Rates shown are the current rate and possible payment rates.</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(i)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(J)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Restricted security as to resale.&nbsp;As of report date the Fund held 0.1% of its net assets, with a current value of $790,626 in this security.</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(k)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Warrants entitle the Fund to purchase a predetermined number of shares of common stock and are non-income producing. The purchase price and number of shares are subject to adjustment under certain conditions until the expiration date, if any.</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(l)</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Investments in issuers considered to be an affiliate of the Fund during the period ended November 30, 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 Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 47%; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 48%; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="width: 1%; border-bottom: Black 1pt solid">&nbsp;</td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="22" STYLE="position: relative; top: -3pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Affiliate</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="7" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Shares</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Held at</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">August 31, 2013</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Net</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Activity</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Shares</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Held at</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">November 30, 2013</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">Income</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="22" STYLE="position: relative; top: -3pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD COLSPAN="5" STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">BlackRock Liquidity Funds, TempFund, Institutional Class</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD COLSPAN="6" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">907,643</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">7,944,399</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">8,852,042</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">145</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="22" STYLE="position: relative; top: -3pt; font-weight: bold; font-size: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 22%">&nbsp;</td>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 12%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">(m)</font></td>
    <td colspan="3" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Represents the current yield as of report date.</font></td></tr>
<tr>
    <td colspan="4">
        <P STYLE="color: navy; font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; background-color: #99CCFF; border-top: navy 1pt solid; border-bottom: navy 1pt solid"><b>Portfolio
        Abbreviations </b></P></td></tr>
<tr>
    <td colspan="4" style="font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">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: </font></td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">ADS</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">American Depositary Shares</font></td></tr>
<tr>
    <td colspan="2" style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">CAD</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Canadian Dollar</font></td></tr>
<tr>
    <td colspan="2" style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">CLO</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Collateralized Loan Obligation</font></td></tr>
<tr>
    <td colspan="2" style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">DIP</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Debtor-In-Possession</font></td></tr>
<tr>
    <td colspan="2" style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">EUR</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Euro</font></td></tr>
<tr>
    <td colspan="2" style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">GBP</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">British Pound</font></td></tr>
<tr>
    <td colspan="2" style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">PIK</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Payment-In-Kind</font></td></tr>
<tr>
    <td colspan="2" style="vertical-align: top"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">US Dollar</font></td></tr>
<tr>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 44%">&nbsp;</td>
    <TD STYLE="width: 51%">&nbsp;</td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 4%; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <TD STYLE="width: 96%; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Foreign currency exchange contracts as of November 30, 2013 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Currency</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Purchased</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Currency</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Sold</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Counterparty</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Settlement</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Date</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Unrealized</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Appreciation/ (Depreciation)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="10" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; width: 8%; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; width: 14%; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">6,431,831</font></td>
    <TD STYLE="vertical-align: bottom; width: 4%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; width: 8%; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">EUR</font></td>
    <TD STYLE="vertical-align: bottom; width: 12%; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">4,763,000</font></td>
    <TD STYLE="vertical-align: bottom; width: 22%; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="vertical-align: bottom; width: 15%; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">1/22/14</font></td>
    <TD STYLE="vertical-align: bottom; width: 1%; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; width: 15%; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(40,275)</font></td>
    <TD STYLE="width: 1%; font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,364,988</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">CAD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,485,000</font></td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">1/23/14</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">89,349</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">9,004,422</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">GBP</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">5,579,000</font></td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">1/23/14</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(121,137)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total</b></font></td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; padding-top: 2pt; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-top: 2pt; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;(72,063)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<!-- Field: Page; Sequence: 14 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD STYLE="width: 4%; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <TD STYLE="width: 96%; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Over-the-counter options purchased as of November 30, 2013 were as follows:</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Description</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Counterparty</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Put/</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Call</font></td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;Strike</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;Price</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;Contracts</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;Market</FONT><br>
<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;Value</FONT></TD>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Marsico Parent Superholdco LLC</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Goldman Sachs &amp; Co.</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Call</font></td>
    <td colspan="2" style="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; text-indent: 0in"><font style="font-family: Arial, Helvetica, Sans-Serif">942.86</font></td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;12/14/19</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">44</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: center; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="15" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 32%">&nbsp;</td>
    <TD STYLE="width: 14%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 8%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="vertical-align: top; width: 4%; padding-top: 3pt; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <TD STYLE="vertical-align: bottom; width: 96%; padding-top: 3pt"><font style="font-family: Arial, Helvetica, Sans-Serif">Over-the-counter credit default swaps - sold protection outstanding as of November 30, 2013 were as follows:</font></td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Issuer</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Counterparty</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit Rating<SUP>1</SUP></FONT></TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><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 colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Market</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Premiums</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Received</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Unrealized Appreciation (Depreciation)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">J.P. Morgan Chase Bank N.A.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">12/20/15</font></td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">CCC-</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">538</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: top">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(134,987)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(138,419)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif"></font></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3,432</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">J.P. Morgan Chase Bank N.A.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">12/20/15</font></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">CCC-</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">149</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(37,427)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(33,270)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(4,157)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">12/20/15</font></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">CCC-</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,112</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(278,658)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(219,460)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(59,198)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">3/20/16</font></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">CCC-</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,000</font></td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(579,177)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(390,035)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(189,142)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Goldman Sachs International</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">3/20/17</font></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">CCC-</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">389</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(167,890)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(100,036)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(67,854)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Deutsche Bank AG</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">6/20/17</font></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">CCC-</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">593</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(269,272)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(163,381)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(105,891)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 11%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 13%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</table>

<!-- Field: Page; Sequence: 15 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="vertical-align: top; width: 4%; padding-top: 3pt; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <TD STYLE="vertical-align: bottom; width: 96%; padding-top: 3pt"><font style="font-family: Arial, Helvetica, Sans-Serif">Over-the-counter credit default swaps - sold protection outstanding as of November 30, 2013 were as follows (concluded):</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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

<tr style="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold"><font style="font-family: Arial, Helvetica, Sans-Serif">Issuer</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Counterparty</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><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; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Credit Rating<sup>1</sup></font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center; padding-right: 12pt"><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 colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Market</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Value</font></td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Premiums</font><br>
<font style="font-family: Arial, Helvetica, Sans-Serif">Received</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Unrealized Appreciation (Depreciation)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>

<tr style="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">5.00%</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">9/20/15</font></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">CCC-</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 12pt"><font style="font-family: Arial, Helvetica, Sans-Serif">413</font></td>
    <TD STYLE="vertical-align: bottom; text-align: left">$</td>
    <TD STYLE="vertical-align: top">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(86,177)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(85,575)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif"></font></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(602)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <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">5.00%</P></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Goldman Sachs International</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <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">9/20/16</P></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">CCC-</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 12pt"><font style="font-family: Arial, Helvetica, Sans-Serif">2,092</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(773,880)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(438,674)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(335,206)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <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">5.00%</P></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Goldman Sachs International</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <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">12/20/15</P></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">CCC-</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 12pt"><font style="font-family: Arial, Helvetica, Sans-Serif">339</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(85,059)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(43,244)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(41,815)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <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">5.00%</P></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">J.P. Morgan Chase Bank N.A.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <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">6/20/16</P></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">CCC-</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 12pt"><font style="font-family: Arial, Helvetica, Sans-Serif">362</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(119,358)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(67,135)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(52,223)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <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">5.00%</P></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Barclays Bank PLC</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <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">9/20/16</P></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">CCC-</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 12pt"><font style="font-family: Arial, Helvetica, Sans-Serif">302</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(111,775)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(63,418)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(48,357)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Caesars Entertainment Operating Co., Inc.</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <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">5.00%</P></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Deutsche Bank AG</font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <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">9/20/16</P></td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">CCC-</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">USD</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; padding-right: 12pt"><font style="font-family: Arial, Helvetica, Sans-Serif">800</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(295,979)</P></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(171,661)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: top">
        <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">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right">(124,318)</P></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>

<tr style="vertical-align: bottom">
    <TD COLSPAN="18" STYLE="font: 2pt Arial, Helvetica, Sans-Serif; border-bottom: Black 1pt solid; padding-bottom: 2pt">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="10" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total</b></font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: left"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(2,939,639)</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(1,914,308)</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif"></font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$(1,025,331)</font></td>
    <TD STYLE="vertical-align: bottom; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 11%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 13%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 6%">&nbsp;</td>
    <TD STYLE="width: 12%; padding-right: 12pt">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 7%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 10%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td></tr>
</table>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td colspan="2" style="vertical-align: top">

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: right"><sup>1</sup></P></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Using Standard &amp; Poor&rsquo;s rating of the issuer.</font></td></tr>
<tr>
    <td colspan="2" style="vertical-align: top; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif"><sup>2</sup></font></td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">The maximum potential amount the Fund may pay should a negative event take place as defined under the terms of the agreement.</font></td></tr>
<tr>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 3%">&nbsp;</td>
    <TD STYLE="width: 1%">&nbsp;</td>
    <TD STYLE="width: 95%">&nbsp;</td></tr>
</TABLE>

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

<!-- Field: Page; Sequence: 16 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 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"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
</TABLE>
<P STYLE="margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD STYLE="vertical-align: top; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <td colspan="3" style="vertical-align: bottom"><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></tr>
<TR>
    <TD STYLE="vertical-align: top; text-align: center">&nbsp;</TD>
    <TD COLSPAN="3" STYLE="vertical-align: bottom">&nbsp;</TD></TR>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <TD STYLE="vertical-align: bottom"><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></tr>
<tr style="vertical-align: bottom">
    <td colspan="4">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <TD STYLE="vertical-align: bottom"><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></tr>
<tr style="vertical-align: bottom">
    <td colspan="4">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="2" style="vertical-align: top; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">&bull;</font></td>
    <TD STYLE="vertical-align: bottom"><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></tr>
<tr>
    <TD STYLE="width: 4%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 2%">&nbsp;</td>
    <TD STYLE="width: 92%">&nbsp;</td></tr>
</table>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <td style="width: 100%"><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><br>
<br>
<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 annual report.</font><br>
<br>
<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 November 30, 2013:</font><br>
<br>
</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD colspan="11" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 1</font></td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 2</font></td>
    <td colspan="3" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 3</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Total</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="11" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Assets:</b><sup> </sup>&nbsp;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Investments:<sup> </sup></font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Long-Term Investments:</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; width: 2%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Common Stocks<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 4%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">1,487,351</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 4%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">1,382,808</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 4%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">3,181,847</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 4%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">6,052,006</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Asset-Backed Securities<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">19,592,174</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">19,592,174</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Corporate Bonds<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">26,424,501</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">3,445,584</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">29,870,085</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">705,220,939</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">69,031,281</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">774,252,220</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Non-Agency Mortgage-Backed Securities<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,342,680</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">1,342,680</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Other Interests<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,525,632</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,525,632</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Preferred Securities<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,690,989</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,690,989</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Warrants<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">120,900</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">120,900</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Short-Term Securities</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">8,852,042&nbsp;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">8,852,042</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Unfunded Loan Commitments</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,107</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">2,107</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="3" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Liabilities:</b><sup> </sup>&nbsp;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif">Unfunded Loan Commitments</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(485)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(485)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD>
    <TD STYLE="font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="border-bottom: Black 1pt solid; font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total</b></font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">10,339,393</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">737,063,539</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">97,897,418</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">845,300,350</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD STYLE="font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD>
    <TD STYLE="font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD>
    <TD COLSPAN="9" STYLE="border-bottom: Black 1pt solid; font: 2pt Arial, Helvetica, Sans-Serif; padding-bottom: 2pt">&nbsp;</TD></tr>
<tr>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td>
    <TD>&nbsp;</td></tr>
</table>

<!-- Field: Page; Sequence: 17 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; padding-top: 2pt; padding-bottom: 6pt; border-top: Black 1pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif"><TR><TD STYLE="text-align: left; width: 33%" NOWRAP>BLACKROCK FLOATING RATE INCOME STRATEGIES FUND, INC.</TD><TD STYLE="text-align: center; width: 34%">NOVEMBER 30, 2013</TD><TD STYLE="text-align: right; width: 33%"><!-- Field: Sequence; Type: Arabic; Name: PageNo -->17<!-- Field: /Sequence --></TD></TR></TABLE></DIV>
    <DIV STYLE="page-break-before: always; margin-top: 6pt"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><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="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(continued)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
</TABLE>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 1</font></td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 2</font></td>
    <td colspan="2" style="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 3</font></td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Total</font></td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: left">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Derivative Financial Instruments<sup>1</sup></font></td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="vertical-align: bottom">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Assets:</b></font></td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 11pt; width: 2%">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit contracts</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 4%"></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 4%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">3,432</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in; width: 4%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 4%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">3,432</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%; text-align: left">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom"></TD>
    <TD STYLE="vertical-align: bottom">        <P STYLE="vertical-align: bottom">Foreign currency exchange contracts</P></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">89,349</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">89,349</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</td></tr>
<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Liabilities:</b></font></td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: left">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: center">&nbsp;</td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</FONT></TD>
    <TD STYLE="vertical-align: bottom"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Credit contracts</FONT></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">(1,028,763)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">(1,028,763)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom"><P STYLE="vertical-align: bottom">Foreign currency exchange
        contracts</P></TD>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">(161,412)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">(161,412)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; text-align: left">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total</b></font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&nbsp;</font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(1,097,394)</font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: left">&nbsp;</td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">(1,097,394)</font></td>
    <TD STYLE="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1pt solid; text-align: left">&nbsp;</td></tr>
</TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0%"></TD><TD STYLE="width: 4%; text-align: left"><SUP>1</SUP></TD><TD STYLE="width: 96%; text-align: left">Derivative financial instruments are swaps and foreign currency
exchange contracts. Swaps and foreign currency exchange contracts are valued at the unrealized appreciation/depreciation on the
instrument.</TD>
</TR></TABLE>

<P STYLE="font: bold 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-weight: normal">Certain
of the Fund's assets and/or liabilities are held at carrying amount, which approximates fair value for financial reporting purposes.
As of November 30, 2013, such assets and liabilities are categorized within the disclosure hierarchy as follows:</FONT></P>



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

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: bottom">
    <TD colspan="11" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 1</font></td>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Level 2</FONT></td>
    <td colspan="2" style="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Level 3</font></td>
    <TD STYLE="vertical-align: bottom; font-weight: bold">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-weight: bold; text-align: center"><font style="font-family: Arial, Helvetica, Sans-Serif">Total</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr style="vertical-align: bottom">
    <TD colspan="11" STYLE="font-size: 2pt; border-bottom: Black 1pt solid">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Assets:</b><sup> </sup>&nbsp;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in; width: 2%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Cash pledged as collateral for over-the-counter swaps </font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in; width: 1%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 13%"><font style="font-family: Arial, Helvetica, Sans-Serif">1,560,000</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 4%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 4%">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 4%"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in; width: 10%"><font style="font-family: Arial, Helvetica, Sans-Serif">1,560,000</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 1%">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Foreign currency at value<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">31,611</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">31,611</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td colspan="10" style="vertical-align: bottom"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Liabilities:</b><sup> </sup>&nbsp;</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Bank overdraft<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">(2,971,882)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">(2,971,882)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">Loans payable<sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: left; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">(234,000,000)</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">(234,000,000)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>

<tr>
    <TD COLSPAN="2" STYLE="vertical-align: bottom; padding-bottom: 1pt"><font style="font-family: Arial, Helvetica, Sans-Serif"><b>Total</b><sup> </sup></font></td>
    <TD STYLE="vertical-align: bottom; text-align: left; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">1,591,611</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">(236,971,882)</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">$</font></td>
    <TD STYLE="vertical-align: bottom; text-align: right; border-top: Black 1pt solid; border-bottom: Black 1pt solid"><font style="font-family: Arial, Helvetica, Sans-Serif">(235,380,271)</font></td>
    <TD STYLE="font: 8pt Arial, Helvetica, Sans-Serif; border-top: Black 1pt solid; border-bottom: Black 1pt solid">&nbsp;</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">There were no transfers between Level 1 and level 2 during the period
ended November 30, 2013.</P>

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

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

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr>
    <td style="vertical-align: top; width: 21%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">
        <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: Black 1pt solid; border-bottom: Black 1pt solid">
        <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: 11%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Asset-Backed Securities</b></font></td>
    <td style="vertical-align: bottom; width: 13%; border-top: Black 1pt solid; border-bottom: Black 1pt solid">
        <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: Black 1pt solid; border-bottom: Black 1pt solid">
        <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: Black 1pt solid; border-bottom: Black 1pt solid">
        <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: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Warrants</b></font></td>
    <td style="vertical-align: bottom; width: 10%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Total</b></font></td></tr>
<tr style="vertical-align: bottom">
    <td style="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Assets:</b></font></td>
    <td rowspan="2" style="padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$1,119,143</font></td>
    <td rowspan="2" style="padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$21,081,133</font></td>
    <td rowspan="2" style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$4,187,534</font></td>
    <td rowspan="2" style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$86,976,283</font></td>
    <td rowspan="2" style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$2,150,980</font></td>
    <td rowspan="2" style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$113,703</font></td>
    <td rowspan="2" style="text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$115,628,776</font></td></tr>
<tr style="vertical-align: bottom">
    <td>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">Opening Balance, as of August 31, 2013</P></td></tr>
<tr style="vertical-align: bottom">
    <td>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">Transfers into Level
        3<SUP>2</SUP></P></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">2,041,674</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">22,349,591</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&nbsp;24,391,265</font></td></tr>
<tr style="vertical-align: bottom">
    <td>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in">Transfers out of Level
        3<SUP>3</SUP></P></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(929,040)</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(43,786,688)</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(44,715,728)</font></td></tr>
<tr style="vertical-align: bottom">
    <td>
        <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: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">21,394</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">19,197</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">40,159</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">80,750</font></td></tr>
<tr style="vertical-align: bottom">
    <td>
        <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: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,734</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">220,661</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">46,772</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">269,167</font></td></tr>
<tr style="vertical-align: bottom">
    <td>
        <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>4</SUP></P></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">171,492</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(152,402)</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">167,893</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">290,347</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">530,451</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">7,197</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,014,978</font></td></tr>
<tr style="vertical-align: bottom">
    <td style="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Purchases</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,295,979</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">12,068,773</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,533,785</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">18,898,537</font></td></tr>
<tr style="vertical-align: bottom">
    <td style="font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Sales</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(152,196)</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(4,874,591)</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(8,953,956)</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(3,689,584)</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">&mdash;</font></td>
    <td style="font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">(17,670,327)</font></td></tr>
<tr>
    <td style="vertical-align: top">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0 0 0 0.1in; text-indent: -0.1in"><B>Closing Balance, as of
November 30, 2013</B></P></td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$3,181,847</font></td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; padding-left: 0.1in; text-align: right; text-indent: -0.1in"><font style="font-family: Arial, Helvetica, Sans-Serif">$19,592,174</font></td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$3,445,584</font></td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$69,031,281</font></td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$2,525,632</font></td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$120,900</font></td>
    <td style="vertical-align: bottom; border-top: Black 1pt solid; border-bottom: Black 1.5pt solid; text-align: right"><font style="font-family: Arial, Helvetica, Sans-Serif">$97,897,418</font></td></tr>
</table>
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<TR STYLE="vertical-align: bottom">
    <TD NOWRAP STYLE="font: 12pt Times New Roman, Times, Serif; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font: 14pt Arial, Helvetica, Sans-Serif; color: navy">Consolidated Schedule of Investments</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: navy"> <FONT STYLE="font-size: 9pt">
(concluded)</FONT> </FONT></TD>
    <TD NOWRAP STYLE="font: 8pt Arial, Helvetica, Sans-Serif; color: navy; text-align: right; border-top: #0070C0 8pt solid; padding-top: 3pt"><FONT STYLE="font-size: 8pt"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</TD></TR>
<tr>
    <TD STYLE="vertical-align: top; width: 4%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><sup>2</sup></font></td>
    <TD STYLE="vertical-align: bottom; width: 96%; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">As of August 31, 2013, the Trust used observable inputs in determining the value of certain investments. As of November 30, 2013, the Trust used significant unobservable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $24,391,265 transferred from Level 2 to Level 3 in the disclosure hierarchy.</font></td></tr>
<tr>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><sup>3</sup></font></td>
    <TD STYLE="vertical-align: bottom">As of August 31, 2013, the Trust used significant unobservable inputs in determining the value of certain investments. As of November 30, 2013, the Trust used observable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of $44,715,728 transferred from Level 3 to Level 2 in the disclosure hierarchy.</td></tr>
<tr>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><sup>4</sup></font></td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">The change in unrealized appreciation/depreciation on investments still held as of November 30, 2013 was $(1,780,129).</font></td></tr>
<tr>
    <TD STYLE="vertical-align: top; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <TD STYLE="vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">The following table summarizes the valuation techniques used and unobservable
inputs utilized by the Global Valuation Committee to determine the value of certain of the Fund's Level 3 investments as of November
30, 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 $88,833,412. A significant change in such third party pricing information
could result in a significantly lower or higher value of such Level 3 investments.</P>

<table cellspacing="0" cellpadding="0" style="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
<tr style="vertical-align: top">
    <td style="width: 20%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <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><i>&nbsp;</i></b></P></td>
    <td style="width: 11%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.5in">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-indent: 0.5in"><b>Value</b></P></td>
    <td style="width: 22%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <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>Valuation Techniques</b></P></td>
    <td style="width: 36%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt">
        <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>Unobservable Inputs<sup>5</sup></b></P></td>
    <td style="width: 11%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Range of Unobservable Inputs Utilized</b></font></td></tr>
<tr style="vertical-align: top">
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Assets:</b></font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td></tr>
<tr>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Common Stocks</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$1,261,926</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Last 12 months EBITDA Multiple</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6.50x</font></td></tr>
<tr>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Illiquidity Discount</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">17.50%</font></td></tr>
<tr>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Offshore Last 12 months EBITDA Multiple</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">8.50x</font></td></tr>
<tr>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Offshore Current Fiscal Year EBITDA Multiple</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">7.25x</font></td></tr>
<tr>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-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: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4.75x</font></td></tr>
<tr>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Onshore Current Fiscal Year EBITDA Multiple</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">4.50x</font></td></tr>
<tr>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Corporate Bonds</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3,445,584</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Last 12 months EBITDA Multiple</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6.50x</font></td></tr>
<tr>
    <td style="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; font: 8pt Arial, Helvetica, Sans-Serif; padding-right: 5.4pt; padding-left: 5.4pt; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Illiquidity Discount</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">17.50%</font></td></tr>
<tr>
    <td style="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Floating Rate Loan Interests</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 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">1,709,970</P></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Yield Analysis</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt">
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>
        <P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0; text-align: left">Yield</P></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 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">8.13%</P></td></tr>
<tr>
    <td style="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Other Interests</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">1,735,000</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Discounted Cash Flow</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Perpetuity Growth Rate</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">3.50%</font></td></tr>
<tr>
    <td style="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-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: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$2.10-35.20<sup>6</sup></font></td></tr>
<tr>
    <td style="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Weighted Cost of Capital</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">11.90%</font></td></tr>
<tr>
    <td style="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">790,626</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Discounted Vendor Price</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Illiquidity Discount</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">5.00%</font></td></tr>
<tr>
    <td style="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Warrants</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">120,900</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Market Comparable Companies</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Last 12 months EBITDA Multiple</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">6.50x</font></td></tr>
<tr>
    <td style="vertical-align: bottom; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Illiquidity Discount</font></td>
    <td style="vertical-align: top; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">17.50%</font></td></tr>
<tr style="vertical-align: top">
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif"><b>Total</b></font></td>
    <td style="border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right"><font style="font: 8pt Arial, Helvetica, Sans-Serif">$9,064,006</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: right">&nbsp;</td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0%"></TD><TD STYLE="width: 4%; text-align: left"><SUP>5</SUP></TD><TD STYLE="width: 96%">A change to the unobservable input may result in a significant
change to the value of the investment as follows:</TD>
</TR></TABLE>

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

<table cellspacing="0" cellpadding="0" style="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
<tr style="vertical-align: top">
    <td style="width: 23%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Unobservable Input</font></td>
    <td style="width: 12%; border-top: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="width: 28%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Impact to Value if Input Increases</font></td>
    <td style="width: 2%; border-top: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif">&nbsp;</td>
    <td style="width: 35%; border-top: Black 1pt solid; border-bottom: Black 1pt solid; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Impact to Value if Input Decreases</font></td></tr>
<tr>
    <td colspan="2" style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Last 12 months EBITDA Multiple</font></td>
    <td colspan="2" style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Increase</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-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: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Illiquidity Discount</font></td>
    <td colspan="2" style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Increase</font></td></tr>
<tr>
    <td colspan="2" style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Offshore Last 12 months EBITDA Multiple</font></td>
    <td colspan="2" style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Increase</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-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: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Offshore Current Fiscal Year EBITDA Multiple</font></td>
    <td colspan="2" style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Increase</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-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: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Onshore EBITDA Multiple</font></td>
    <td colspan="2" style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Increase</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-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: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Onshore Current Fiscal Year EBITDA Multiple</font></td>
    <td colspan="2" style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Increase</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-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: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Yield</font></td>
    <td colspan="2" style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-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: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Perpetuity Growth Rate </font></td>
    <td colspan="2" style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Increase</font></td>
    <td style="padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-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: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Free Cash Flow</font></td>
    <td colspan="2" style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Increase</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-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: Arial, Helvetica, Sans-Serif"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Weighted Cost of Capital</font></td>
    <td colspan="2" style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Decrease</font></td>
    <td style="vertical-align: top; padding-right: 5.4pt; padding-left: 5.4pt; font-family: Arial, Helvetica, Sans-Serif; text-align: center"><font style="font: 8pt Arial, Helvetica, Sans-Serif">Increase</font></td></tr>
</table>
<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0">&nbsp;</P>

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<TD STYLE="width: 0%"></TD><TD STYLE="width: 4%; text-align: left"><SUP>6</SUP></TD><TD STYLE="width: 96%">Amount is stated in millions.</TD>
</TR></TABLE>



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

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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 2 &ndash; Controls and Procedures</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">2(a) &ndash; &nbsp;&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 &Prime;1940
Act&Prime;)) are effective as of a date within 90 days of the filing of this report based on the evaluation of these controls and
procedures required by Rule 30a-3(b) under the 1940 Act and Rule 13a-15(b) under the Securities Exchange Act of 1934, as amended.</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -6pt">Certifications &ndash; 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: <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: January 24, 2014</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: <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: January 24, 2014</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: <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: January 24, 2014</P>


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<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>e57011ex99cert.htm
<DESCRIPTION>CERTIFICATIONS
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
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<P STYLE="margin: 0"></P>

<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; text-indent: -0.25pt">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: -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: <FONT STYLE="font-size: 11pt">January
24, 2014</FONT></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: <FONT STYLE="font-size: 11pt">January
24, 2014</FONT></P>

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

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

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



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