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Proc-Type: 2001,MIC-CLEAR
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<SEC-DOCUMENT>0000900092-09-000119.txt : 20090331
<SEC-HEADER>0000900092-09-000119.hdr.sgml : 20090331
<ACCEPTANCE-DATETIME>20090331125204
ACCESSION NUMBER:		0000900092-09-000119
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20090131
FILED AS OF DATE:		20090331
DATE AS OF CHANGE:		20090331
EFFECTIVENESS DATE:		20090331

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BLACKROCK FLOATING RATE INCOME TRUST
		CENTRAL INDEX KEY:			0001287480
		IRS NUMBER:				000000000

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21566
		FILM NUMBER:		09717285

	BUSINESS ADDRESS:	
		STREET 1:		40 EAST 52ND STREET
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10022
		BUSINESS PHONE:		212-754-5336

	MAIL ADDRESS:	
		STREET 1:		40 EAST 52ND STREET
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10022

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK GLOBAL FLOATING RATE INCOME TRUST
		DATE OF NAME CHANGE:	20040528

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK VARIABLE RATE & INFLATION PROTECTED SECURITIES
		DATE OF NAME CHANGE:	20040416
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>bgtfinal.htm
<DESCRIPTION>BR FLOATING RATE INCOME TRUST
<TEXT>

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   <TITLE>January NQ -- Converted by SEC Publisher, created by BCL Technologies Inc., for SEC Filing</TITLE>
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<FONT face="ArialMT,Arial,Helvetica,sans-serif">UNITED STATES</FONT><BR>
<FONT face="ArialMT,Arial,Helvetica,sans-serif"> SECURITIES AND EXCHANGE COMMISSION </FONT><BR>
<FONT face="ArialMT,Arial,Helvetica,sans-serif">Washington, D.C. 20549</FONT><BR>
<BR>
<B><FONT face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">FORM N-Q</FONT></B><BR>
<BR>
<B><FONT face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED </FONT></B><BR>
<B><FONT face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif">MANAGEMENT INVESTMENT COMPANY</FONT></B></TD></TR></TABLE>
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<P align="left">
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<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Investment Company Act file number 811-21566</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Name of Fund: BlackRock Floating Rate Income Trust (BGT) (formerly BlackRock Global Floating </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Rate Income Trust)</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Fund Address: 100 Bellevue Parkway, Wilmington, DE 19809</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Name and address of agent for service: Donald C. Burke, Chief Executive Officer, BlackRock </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Floating Rate Income Trust, 800 Scudders Mill Road, Plainsboro, NJ, 08536. Mailing </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">address: P.O. Box 9011, Princeton, NJ, 08543-9011</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Registrant&#146;s telephone number, including area code: (800) 882-0052, Option 4</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date of fiscal year end: 10/31/2009</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Date of reporting period: 11/01/2008 &#150; 01/31/2009</FONT><BR>
<BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Item 1 &#150; Schedule of Investments</FONT></TD></TR></TABLE>
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     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="36%" colSpan=7><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="59%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="36%" colSpan=7>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%">&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Corporate Bonds</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Air Freight &amp; Logistics - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Park-Ohio Industries, Inc., 8.375%, 11/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>125</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 55,312</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Auto Components - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The Goodyear Tire &amp; Rubber Co., 6.318%, 12/01/09 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>60</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>57,900</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lear Corp., 8.75%, 12/01/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>30</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,700</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>63,600</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Building Products - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>CPG International I, Inc., 10.50%, 7/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>90</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>50,400</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Capital Markets - 1.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>E*Trade Financial Corp., 12.50%, 11/30/17</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,656</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,474,219</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Marsico Parent Co., LLC, 10.625%, 1/15/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,501</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>645,430</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Marsico Parent Holdco, LLC, 12.50%, 7/15/16 (b)(c)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>589</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>253,069</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Marsico Parent Superholdco, LLC, 14.50%, 1/15/18 (b)(c)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>400</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>172,116</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,544,834</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Chemicals - 0.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>American Pacific Corp., 9%, 2/01/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>125</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>105,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ames True Temper, Inc., 5.094%, 1/15/12 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,100</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>687,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Key Plastics LLC, 11.75%, 3/15/13 (c)(d)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>625</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>100,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>892,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Commercial Banks - 4.8%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>SNS Bank NV Series 572, 2.61%, 1/20/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10,852,870</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Commercial Services &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>DI Finance Series B, 9.50%, 2/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>307</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>267,090</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Supplies - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Containers &amp; Packaging -</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Berry Plastics Holding Corp., 5.871%, 9/15/14 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>300</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>108,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Impress Holdings BV, 4.219%, 9/15/13 (a)(c)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>150</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>107,154</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>215,154</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Diversified Financial</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>FCE Bank Plc, 7.125%, 1/16/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>200</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>184,377</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Diversified Telecommunication</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cincinnati Bell, Inc., 7.25%, 7/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>310</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>296,050</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 1.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Qwest Corp., 5.246%, 6/15/13 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,137,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Wind Acquisition Finance SA, 10.75%, 12/01/15 (c)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>150</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>133,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,567,050</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Electronic Equipment &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sanmina-SCI Corp., 8.125%, 3/01/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>540</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>232,200</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Instruments - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Energy Equipment &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Compagnie Generale de Geophysique-Veritas, 7.50%, 5/15/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>70</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>50,925</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Compagnie Generale de Geophysique-Veritas, 7.75%, 5/15/17</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>50</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>35,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>86,675</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Health Care Equipment &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>DJO Finance LLC, 10.875%, 11/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>740,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Supplies - 0.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Health Care Providers &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Tenet Healthcare Corp., 6.50%, 6/01/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>220,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Hotels, Restaurants &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>American Real Estate Partners LP, 7.125%, 2/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>140</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>114,100</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Leisure - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Greektown Holdings, LLC, 10.75%, 12/01/13 (c)(d)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>122</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>23,180</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Universal City Florida Holding Co. I, 5.92%, 5/01/10 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>80</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>39,200</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>176,480</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Household Durables - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Berkline/BenchCraft, LLC, 4.50%, 11/03/12 (b)(d)(e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>400</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>0</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Independent Power</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>AES Ironwood LLC, 8.875%, 11/30/25</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>85</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>73,532</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Producers &amp; Energy</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Traders - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Machinery - 0.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sunstate Equipment Co. LLC, 10.50%, 4/01/13 (c)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>210</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>111,300</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="46%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Synventive Molding Solutions Sub-Series A, 14%, 1/14/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>922</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>387,403</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>498,703</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Media - 1.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Affinion Group, Inc., 10.125%, 10/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>50</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>39,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>CSC Holdings, Inc., 8.50%, 4/15/14 (c)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>880</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>864,600</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>1</FONT></P>
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     <TD noWrap align=left width="58%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="36%" colSpan=7><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="58%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="36%" colSpan=7>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%">&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Corporate Bonds</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cablevision Systems Corp. Series B, 8.334%, 4/01/09 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>100</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 100,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Charter Communications Holdings II, LLC, 10.25%, 9/15/10 (d)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>370</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>222,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Charter Communications Holdings II, LLC Series B, 10.25%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9/15/10 (d)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>45</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>26,550</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EchoStar DBS Corp., 6.375%, 10/01/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>135</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>129,600</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EchoStar DBS Corp., 7%, 10/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>158</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>150,100</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EchoStar DBS Corp., 7.125%, 2/01/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>230</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>211,600</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Local Insight Regatta Holdings, Inc., 11%, 12/01/17</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>977</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>244,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Nielsen Finance LLC, 10%, 8/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>410</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>362,850</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Rainbow National Services LLC, 8.75%, 9/01/12 (c)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>748,125</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,099,175</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Metals &amp; Mining - 0.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>AK Steel Corp., 7.75%, 6/15/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>495</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>410,850</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Foundation PA Coal Co., 7.25%, 8/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>505</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>436,825</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Freeport-McMoRan Copper &amp; Gold, Inc., 7.084%, 4/01/15 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>177,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,025,175</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Oil, Gas &amp; Consumable</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Chaparral Energy, Inc., 8.50%, 12/01/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>135</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>29,700</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Fuels - 10.9%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Morgan Stanley Bank AG for OAO Gazprom, 9.625%, 3/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11,530</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10,780,550</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Pemex Project Trusting Master Fund, 2.894%, 10/15/09 (a)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12,700</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12,668,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>SandRidge Energy, Inc., 5.06%, 4/01/14 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,400</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>914,073</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Whiting Petroleum Corp., 7.25%, 5/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>300</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>247,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>24,640,073</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Paper &amp; Forest Products -</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Abitibi-Consolidated, Inc., 5.496%, 6/15/11 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>840</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>121,800</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>0.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ainsworth Lumber Co. Ltd., 11%, 7/29/15 (c)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>470</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>240,026</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Bowater, Inc., 4.996%, 3/15/10 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,040</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>438,600</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>NewPage Corp., 7.42%, 5/01/12 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>510,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Verso Paper Holdings LLC Series B, 4.92%, 8/01/14 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,215</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>352,350</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,662,776</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Pharmaceuticals - 0.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Angiotech Pharmaceuticals, Inc., 5.953%, 12/01/13 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>918,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Real Estate Investment</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Rouse Co. LP, 5.375%, 11/26/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,350</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,190,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Trusts (REITs) - 1.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Specialty Retail - 0.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>General Nutrition Centers, Inc., 7.584%, 3/15/14 (a)(b)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>302,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lazy Days' R.V. Center, Inc., 11.75%, 5/15/12 (d)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>375</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>37,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Michaels Stores, Inc., 10%, 11/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>185</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>83,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>423,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Tobacco - 0.8%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Reynolds American, Inc., 7.625%, 6/01/16 (g)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,745,048</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Wireless</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="47%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Centennial Communications Corp., 7.185%, 1/01/13 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,231,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Telecommunication</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>iPCS, Inc., 3.295%, 5/01/13 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,155</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>820,050</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 1.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Nordic Telephone Co. Holdings ApS, 10.107%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5/01/16 (a)(f)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,459,648</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,510,948</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Corporate Bonds - 26.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>58,936,722</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Foreign Government Obligations</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Brazilian Government International Bond, 7.216%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6/29/09 (a)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,935</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7,056,362</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Brazilian Government International</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Bond, 10.25%, 6/17/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>475</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>570,000</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>2</FONT></P>
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<TR valign="bottom">
	<TD align=left width=57% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Trust</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=57% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=37% nowrap colspan=7>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=7>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
 &nbsp;<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Foreign Government Obligations</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
 &nbsp; &nbsp;<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Colombia Government International Bond,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">8.541%, 3/17/13 (a)(f)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=5% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">USD</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,200</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 1,128,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Costa Rica Government International Bond, 9.335%, 5/15/09 (f)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,200</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,248,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Malaysia Government International Bond, 8.75%, 6/01/09</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">800</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">814,278</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Mexican Bonos Series M, 9%, 12/22/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=5% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">MXN</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">13,520</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">990,825</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Republic of Venezuela, 2.123%, 4/20/11 (a)(f)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=5% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">USD</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,630,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">South Africa Government International Bond, 7.375%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4/25/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,400</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,460,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Turkey Government International Bond, 7%, 9/26/16</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,735</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,652,950</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Uruguay Government International Bond, 6.875%, 1/19/16</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=5% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">950</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,046,081</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Total Foreign Government Obligations - 10.0%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">22,596,496</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Floating Rate Loan Interests</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Aerospace &amp; Defense - 1.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Avio SpA Dollar Mezzanine Term Loan, 5.811%, 9/25/16</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=5% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">USD</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,039</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">259,807</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Hawker Beechcraft Acquisition Co. LLC LC Facility Deposit,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1.359%, 3/26/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">216</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">116,736</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Hawker Beechcraft Acquisition Co. LLC Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2.479% - 3.459%, 3/26/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,670</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,988,022</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">IAP Worldwide Services, Inc. First Lien Term Loan, 7.25%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">12/20/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,043</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">535,287</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Wesco Aircraft Hardware Corp. First Lien Term Loan, 2.73%,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9/25/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">23</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">17,887</FONT>&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>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,917,739</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Airlines - 0.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">US Airways Group, Inc. Term Loan, 2.979%, 3/23/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,480</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">657,024</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Auto Components - 2.4%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Allison Transmission, Inc. Term Loan, 3.20%, 8/07/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,865</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,774,692</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Dana Holding Corp. Term Advance, 7.25%, 1/31/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,241</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">948,755</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Dayco Products LLC - (Mark IV Industries, Inc.) Replacement</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Term Loan B, 6.35% - 8.48%, 6/01/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">853</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">273,071</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">GPX International Tire Corp. Tranche B Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9.23%, 4/06/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">629</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">345,840</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Metaldyne Co. LLC DF Loan, 0.358% - 5.125%, 1/11/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">104</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">18,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Metaldyne Co. LLC Initial Tranche B Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7.875% - 8%, 1/11/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">708</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">122,726</FONT>&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>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">5,483,084</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Beverages - 0.2%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Culligan International Second Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6.268% - 6.561%, 4/24/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=5% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">304,093</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Le-Nature's, Inc. Tranche Term Loan B, 10.25%, 12/28/12 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=5% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">USD</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">153,333</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">457,426</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Building Products - 1.9%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Armstrong World Industries, Inc. Tranche B Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2.223%, 10/02/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">194</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">170,307</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Building Material Corp. of America Term Loan Advance,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3.625% - 3.875%, 2/22/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,699</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,725,552</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Custom Building Products, Inc. Second Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10.75%, 4/29/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">847,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=48% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Momentive Performance Materials (Blitz 06-103 GMBH)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=35% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Tranche B-1, 2.75%, 12/04/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=11% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=5% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,474</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,038,926</FONT>&nbsp;
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">3</FONT></P>

<HR noshade align="center" width="100%" size=2>


<!--$$/page=-->
<A name="page_4"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="57%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="57%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="37%" colSpan=7><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="57%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="37%" colSpan=7>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%">&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>United Subcontractors, Inc. Tranche B Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6.43% - 6.80%, 12/27/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,275</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 455,020</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,237,305</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Cable Television</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Insight Midwest Holdings, LLC Term Loan B, 2.50%, 4/06/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,700</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,471,350</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 0.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Capital Markets - 0.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Marsico Parent Co., LLC Term Loan, 4.25% - 7.75%, 11/14/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>475</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>219,461</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Nuveen Investments, Inc. Term Loan, 3.79% - 4.466%, 11/13/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,492</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>703,332</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>922,793</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Chemicals - 8.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Brenntag Holdings GMBH &amp; Co. KG Acquisition Facility,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.47% - 3.501%, 1/19/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>393</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>298,473</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Brenntag Holdings GMBH &amp; Co. KG Facility B-2,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.47% - 3.501%, 1/24/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,607</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,221,527</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Brenntag Holdings GMBH &amp; Co. KG Facility B6A and B6B,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7.163%, 11/24/37</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>495,085</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Brenntag Holdings GMBH &amp; Co. KG Second Lien Facility 2,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.501%, 7/17/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>581,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cognis GMBH Term Loan A, 5.329%, 11/17/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>803</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>654,820</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cognis GMBH Term Loan B, 5.329%, 11/16/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>197</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>160,364</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>ElectriciInvest Holding Co. Ltd. (Viridian Group Plc) Junior</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Facility, 6.082%, 4/20/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,787</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,544,710</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>ElectriciInvest Holding Co. Ltd. (Viridian Group Plc) Junior</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Facility, 5.928%, 12/21/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,800</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,760,767</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Huish Detergents, Inc. Second Lien Term Loan, 4.75%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10/26/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>498,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Huish Detergents, Inc. Tranche B Term Loan, 2.25%, 4/26/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,738</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,459,944</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ineos U.S. Finance LLC Term Facility A4, 7.702%, 2/20/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,385</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>540,086</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ineos U.S. Finance LLC Term Facility B2, 8.202%, 2/20/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>631</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>235,058</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ineos U.S. Finance LLC Term Facility C2, 8.702%, 2/20/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>631</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>240,580</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Invista Canada Co. Tranche B2 Term Loan, 4.50%, 4/29/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>675</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>526,164</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Invista S.A.R.L. Tranche B1 Term Loan, 4.50%, 4/29/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,304</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,796,948</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lucite International Group Holdings Ltd., 0%, 7/03/14 (b)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,185</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,046,897</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Matrix Acquisition Corp. (MacDermid, Inc.) Tranche C Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 3.799%, 12/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,784</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>948,071</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>PQ Corp. (fka Niagara Acquisition) First Lien Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.43% - 4.71%, 5/29/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,736</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,628,069</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>PQ Corp. (fka Niagara Acquisition) Second Lien Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7.68%, 5/29/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>787,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Rockwood Specialties Group, Inc. Tranche E Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1.979%, 12/13/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,255</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,091,881</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Solutia, Inc. Term Loan, 8.50%, 2/28/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,990</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,308,392</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>TPG Spring (U.K.) Ltd. (British Vita Plc) Mezzanine,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>13.521% - 14.521%, 7/22/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,077</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>26,597</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>18,851,933</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Commercial Services &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>ARAMARK Corp. LC Facility Letter of Credit, 2.038%, 1/26/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="5%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>155</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>135,120</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Supplies - 3.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>ARAMARK Corp. LC Facility Term Loan B, 3.334%, 1/26/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,437</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,126,878</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EnviroSolutions Term Loan B, 10.50%, 7/01/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,012</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,157,102</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>John Maneely Co. Term Loan, 4.41% - 4.604%, 12/28/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="5%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,392</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>740,120</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>4</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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     <TD noWrap align=left width="58%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="37%" colSpan=7><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="58%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="37%" colSpan=7>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%">&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Language Line, Inc. Tranche B-1 Services Term Loan, 4.71%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/14/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>588</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 493,734</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sirva Worldwide, Inc. Second Lien Term Loan, 12%, 5/15/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>123</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,149</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Synagro Technologies, Inc. First Lien Term Loan B, 2.45%, 4/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,986</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,231,407</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Synagro Technologies, Inc. Second Lien Term Loan, 5.20%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>125,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>West Corp. Term Loan B-2, 2.848% - 2.883%, 10/31/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,943</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,379,295</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7,394,805</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Computers &amp; Peripherals -</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dealer Computer Services, Inc. (Reynolds &amp; Reynolds) First</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>0.9%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lien Term Loan, 2.479%, 10/31/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,013</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>525,066</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Intergraph Corp. First Lien Term Loan, 3.256%, 5/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,169</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>933,492</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Intergraph Corp. Second Lien Term Loan, 6.479% - 7.256%, 11/17/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>600,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,058,558</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Construction &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Airport Development and Investment Ltd. (BAA) Facility</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Engineering - 0.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Second Lien Term Loan, 6.334%, 4/07/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>566</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>283,704</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brand Energy &amp; Infrastructure Services, Inc. (FR Brand Acquisition</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Corp.) First Lien Term Loan B, 3.688% - 3.75%, 1/31/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>990</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>593,800</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brand Energy &amp; Infrastructure Services, Inc. (FR Brand Acquisition</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Corp.) LC First Lien Term Loan, 1.375%, 2/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>300,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brand Energy &amp; Infrastructure Services, Inc. (FR Brand Acquisition</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Corp.) Second Lien Term Loan, 7% - 7.313%, 2/15/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>475,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,652,504</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Construction Materials - 0.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Headwaters, Inc. First Lien Term Loan B-1, 5.97%, 4/30/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>937,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Containers &amp; Packaging - 4.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Atlantis Plastic Films, Inc. Second Lien Term Loan, 15%, 3/22/12 (d)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>0</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Graham Packaging Co. LP New Term Loan, 2.75% - 6.313%, 9/30/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>929</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>741,083</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Graphic Packaging International, Inc. Incremental Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.203% - 4.185%, 5/16/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,713</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,315,451</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Modelo 3 SARL (Mivisa) Facility Tranche B-1 &amp; B-2 Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.452%, 6/03/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>857,864</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>OI European Group BV Tranche Term Loan D, 3.147%, 6/14/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,915</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,047,381</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Pregis Corp. Term Loan B-2, 5.464%, 9/30/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>484</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>402,604</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Smurfit Kappa Acquisitions (JSG) Facility Term Loan C1,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.668% - 5.28%, 7/16/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>601,385</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Smurfit Kappa Acquisitions (JSG) Term Loan B1,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.428% - 5.03%, 7/16/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>601,385</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Smurfit-Stone Container Enterprise, Inc. Tranche Term Loan B</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&amp; C, 1.313% - 5%, 11/01/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>140</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>90,133</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Solo Cup Co. Term Loan B-1, 3.973% - 5.75%, 2/27/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,675</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,443,869</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Tegrant Corp. (SCA Packaging) Second Lien Term Loan, 6.96%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/07/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>45,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9,146,155</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Distributors - 0.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Keystone Automotive Operations, Inc. Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.947% - 5.75%, 1/12/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,664</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>624,030</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Diversified Consumer</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Coinmach Corp. Term Loan, 3.47% - 4.26%, 11/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,558</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,790,627</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 0.8%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>5</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

<!--$$/page=-->
<A name="page_6"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="36%" colSpan=7><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="59%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="36%" colSpan=7>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%">&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Diversified Financial</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>J.G. Wentworth, LLC First Lien Term Loan, 3.709%, 4/03/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,800</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 940,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 0.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Professional Services Industries, Inc. First Lien Term Loan, 3.23%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10/31/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>649</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>564,323</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,504,823</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Diversified Telecommunication</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>BCM Ireland Holdings Ltd. (Eircom) Facility Term Loan B, 3.428%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 5.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8/14/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,970</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,837,617</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BCM Ireland Holdings Ltd. (Eircom) Facility Term Loan C, 3.678%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8/14/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,970</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,837,821</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BCM Ireland Holdings Ltd. (Eircom) Facility Term Loan D, 5.803%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2/14/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>611,744</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cavtel Holdings, LLC Term Loan, 8.50%, 12/15/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>388</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>99,837</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Hawaiian Telcom Communications, Inc. Tranche Term Loan C,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.75%, 6/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,204</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>508,999</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Nordic Telephone Co. Holdings APS Facility Term Loan B2,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.418%, 4/06/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>885</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>996,179</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Nordic Telephone Co. Holdings APS Facility Term Loan C2,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.668%, 4/06/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,058</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,190,240</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>PaeTec Holding Corp., Replacement Term Loan, 2.979%, 1/24/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>746</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>465,081</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Time Warner Telecom Holdings, Inc. Term Loan B, 2.48%, 2/23/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,477</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,272,432</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Wind Telecomunicazione SpA Facility Term Loan A-1, 3.082% -</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6.973%, 9/22/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>848</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>902,254</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Wind Telecomunicazione SpA Facility Term Loan B-1, 7.723%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9/22/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,084,333</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Wind Telecomunicazione SpA Facility Term Loan C-1, 4.832% -</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8.473%, 9/22/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,084,333</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11,890,870</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Electric Utilities - 0.9%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Astoria Generating Company Acquisitions, LLC Facility Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan B, 2.20% - 2.23%, 2/23/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>429</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>381,437</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Astoria Generating Company Acquisitions, LLC Term Loan C,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.23%, 8/23/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,045,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>TPF Generation Holdings, LLC First Lien Term Loan, 2.479%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/28/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>448</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>390,515</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>TPF Generation Holdings, LLC LC First Lien Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1.359%, 11/28/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>151</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>131,223</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>TPF Generation Holdings, LLC Revolving Credit, 1.359%, 11/28/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>47</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>41,136</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,989,311</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Electrical Equipment - 0.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="54%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Electrical Components International Holdings Co. (ECI) Second Lien Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 11.50%, 5/05/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>125,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Generac Acquisition Corp. First Lien Term Loan, 2.9936%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/10/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,479</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>782,051</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>907,051</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Electronic Equipment &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Flextronics International Ltd. Closing Date Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Instruments - 1.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.344% - 3.685%, 10/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,687</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,728,435</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Flextronics International Ltd. Delay Draw Term Loan A-1,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.344%, 10/05/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>772</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>496,677</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="48%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Matinvest 2 SAS (Deutsch Connectors) Second Lien Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 5.008%, 1/27/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>212,500</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>6</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

<!--$$/page=-->
<A name="page_7"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="37%" colSpan=7><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="59%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="37%" colSpan=7>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%">&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>SafeNet, Inc. Second Lien Term Loan, 7.16%, 3/05/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 450,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tinnerman Palnut Engineered Products, LLC Second Lien Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>13%, 11/01/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,293</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>114,652</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,002,264</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Energy Equipment &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dresser, Inc. Second Lien Term Loan, 6.988%, 5/15/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>720,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 1.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dresser, Inc. Term Loan B, 2.729% - 3.488%, 5/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,471</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,054,220</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>MEG Energy Corp. Initial Term Loan, 3.46%, 3/23/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>486</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>260,144</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Trinidad USA Partnership LLP, US Term Loan, 2.997%, 4/15/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,459</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,094,062</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,128,426</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Food &amp; Staples Retailing - 3.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>AB Acquisitions UK Topco 2 Ltd. (fka Alliance Boots) Facility Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan B1, 4.593%, 7/09/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,557,823</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Advantage Sales &amp; Marketing, Inc. (ASM Merger Sub, Inc.) Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 2.51% - 3.47%, 4/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>970</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>698,511</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Birds Eye Iglo Group Ltd. (Liberator Midco Ltd.) Facility Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan B1, 3.803%, 10/27/19</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>485,749</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Birds Eye Iglo Group Ltd. (Liberator Midco Ltd.) Facility Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan C1, 4.396%, 10/27/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>489</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>474,784</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Birds Eye Iglo Group Ltd. (Liberator Midco Ltd.) Sterling</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>399</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>338,327</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Tranche Mezzanine, 5.595%, 11/02/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>DSW Holdings, Inc. Term Loan, 4.455%, 3/31/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>600,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>McJunkin Corp. Term Loan, 4.709%, 1/30/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>980</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>708,050</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Roundy's Supermarkets, Inc. Tranche Term Loan B,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.20% - 3.25%, 10/22/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>505</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>408,020</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Wm. Bolthouse Farms, Inc. First Lien Term Loan, 2.75%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/29/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>970</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>756,600</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Wm. Bolthouse Farms, Inc. Second Lien Term Loan, 5.979%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/29/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>295,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7,322,864</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Food Products - 2.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dole Food Co., Inc. Credit-Linked Deposit, 0.66%, 4/12/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>139</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>114,833</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dole Food Co., Inc. Tranche Term Loan B, 2.50% - 4.25%, 4/12/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>245</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>203,009</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FSB Holdings (Fresh Start Bakeries) Second Lien Term Loan, 7.25%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/29/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>175,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Fresh Start Bakeries First Lien Term Loan, 3.75% - 4.063%, 9/29/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>494</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>340,687</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>JRD Holdings, Inc. (Jetro Holdings) Term Loan, 2.697%, 5/11/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,453</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,264,219</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Solvest, Ltd. (Dole) Tranche Term Loan C, 2.563% - 4.25%, 4/12/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>914</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>756,353</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sturm Foods, Inc. First Lien Initial Term Loan, 3.438% - 3.75%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1/22/14 (b)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>833</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>485,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sturm Foods, Inc. Second Lien Initial Term Loan, 7.25%, 6/30/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>187,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>United Biscuits Holdco Ltd. Facility Term Loan B1,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.922% - 4.861%, 1/23/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,651</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,412,841</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>United Biscuits Holdco Ltd. Facility Term Loan B2, 4.843%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/14/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>535</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>420,100</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,360,042</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Health Care Equipment &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Arizant, Inc. Term Loan, 2.997% - 3.966%, 7/14/10</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,639</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,243,542</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Supplies - 4.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Bausch &amp; Lomb, Inc. Delayed Draw Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="35%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1.50% - 4.709%, 4/26/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>99</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>82,140</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="22%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="49%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Bausch &amp; Lomb, Inc. Parent Term Loan, 4.709%, 4/26/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>390</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>325,276</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>7</FONT></P>
<HR align=center width="100%" noShade SIZE=2>


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<TABLE border=0 cellspacing=0 cellpadding=0>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">BlackRock Floating Rate Income Trust</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=56% nowrap colspan=3>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=38% nowrap colspan=7>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(Percentages shown are based on Net Assets)</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD colspan=3>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=7>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
 &nbsp;<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Par</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Industry</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Floating Rate Loan Interests</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=center width=6% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">(000)</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
 &nbsp; &nbsp;<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Value</FONT></B>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Biomet, Inc. Term Loan, 5.964%, 3/25/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,541</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">&#36; 2,862,728</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">DJO Finance LLC (ReAble Therapeutics Fin LLC) Term</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Loan, 3.479% - 4.459%, 11/20/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">USD</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,496</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,189,496</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Hologic, Inc. Tranche Term Loan B, 3.75%, 3/31/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">635</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">571,302</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Molnlycke Holding AB (Rotac Holding AB) Facility Term Loan</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">B1, 3.553%, 4/09/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,250,129</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Molnlycke Holding AB (Rotac Holding AB) Facility Term Loan C1,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3.803%, 4/09/16</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,383</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,152,293</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Select Medical Corp. Tranche Term Loan B,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2.473% - 4.25%, 2/24/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">USD</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">963</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">755,562</FONT>&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>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10,432,468</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Health Care Providers &amp;</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">CCS Medical, Inc. (Chronic Care) First Lien Term Loan, 4.71%, 8/01/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">216</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">97,379</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Services - 4.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">CHS/Community Health Systems, Inc. Delay Draw Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2.729%, 6/18/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">234</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">197,720</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">CHS/Community Health Systems, Inc. Funded Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2.729% - 3.506%, 7/25/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,573</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3,866,005</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">HCA, Inc. Tranche Term Loan B-1, 3.709%, 11/15/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,746</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,439,085</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">HealthSouth Corp. Term Loan, 2.95% - 4.75%, 3/12/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,293</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,999,159</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Opica AB (Capio) Tranche Term Loan C2, 4.629%, 4/15/16</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">EUR</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,088</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,021,202</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Surgical Care Affiliates, LLC Term Loan, 3.459%, 6/29/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">USD</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">495</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">287,085</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Vanguard Health Holding Co. II (Vanguard Health System, Inc.)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Replacement Term Loan, 2.729% - 3.709%, 9/23/11</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">968</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">826,658</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">9,734,293</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Hotels, Restaurants &amp;</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=55% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">BLB Worldwide Holdings, Inc. (Wembley, Inc.) First Priority Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Leisure - 3.3%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2.95% - 3.94%, 8/12/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,418</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">886,678</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=55% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">BLB Worldwide Holdings, Inc. (Wembley, Inc.) Second Priority Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">6.50%, 2/12/13 (d)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">97,500</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Golden Nugget, Inc., Additional Advance First Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2% - 2.48%, 6/30/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">273</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">98,182</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Golden Nugget, Inc., Advance First Lien Term Loan, 2.48%, 5/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">477</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">171,818</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Golden Nugget, Inc., Second Lien Term Loan, 3.73%, 11/30/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,000</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">110,000</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Green Valley Ranch Gaming, LLC First Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2.449% - 4%, 2/26/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">473</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">197,506</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Green Valley Ranch Gaming, LLC Second Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">3.697%, 2/26/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">161,250</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Harrah's Operating Co., Inc. Term Loan B-1, 4.159% - 4.459%, 1/28/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">315</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">195,070</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Harrah's Operating Co., Inc. Term Loan B-2, 4.159% - 4.459%, 1/28/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,367</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,468,640</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Harrah's Operating Co., Inc. Term Loan B-3, 4.159% - 4.459%, 1/28/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">904</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">558,780</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=55% nowrap colspan=5>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">OSI Restaurant Partners, Inc. Pre-Refunded Revolving Credit Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1.816% - 2.813%, 5/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">32</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">14,595</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">OSI Restaurant Partners, LLC Term Loan, 2.813%, 5/15/14</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">381</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">172,952</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Penn National Gaming, Inc. Term Loan B, 2.23% - 2.99%, 10/03/12</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,629</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,357,752</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">QCE, LLC (Quiznos) Second Lien Term Loan, 7.218%, 11/05/13</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,500</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">962,500</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD colspan=3>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
&nbsp;	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">7,453,223</FONT>&nbsp;
	</TD>
</TR>
<TR>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
	<TD>&nbsp;
	</TD>
	<TD>
<HR noshade size=1>
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
<B><FONT size=2 face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif">Household Durables - 2.4%</FONT></B>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">American Residential Services LLC Second Lien Term Loan,</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=6% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=9% nowrap>
&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=34% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">10%, 4/17/15</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=14% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">2,020</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">1,672,601</FONT>&nbsp;
	</TD>
</TR>
<TR valign="bottom">
	<TD align=left width=20% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=50% nowrap colspan=3>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">Berkline/Benchcraft, LLC Term Loan, 6.578%, 11/10/11 (e)</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=left width=3% nowrap>
&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=6% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">95</FONT>&nbsp;
	</TD>
	<TD width=2%>
&nbsp;	</TD>
	<TD align=right width=9% nowrap>
<FONT size=2 face="Trebuchet MS,Arial,Helvetica,sans-serif">4,735</FONT>&nbsp;
	</TD>
</TR>
</TABLE><BR>
<P align="center">
<FONT size=2 face="Arial,Arial,Helvetica,sans-serif">8</FONT></P>

<HR noshade align="center" width="100%" size=2>


<!--$$/page=-->
<A name="page_9"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="58%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="36%" colSpan=5><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="58%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="36%" colSpan=5>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%">&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Jarden Corp. Term Loan B3, 3.959%, 1/24/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,237</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,077,810</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Simmons Bedding Co. Tranche Term Loan D, 9.535%, 12/19/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,111,875</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Visant Corp. (fka Jostens) Tranche Term Loan C, 2.4978%, 9/30/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,300</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,105,102</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Yankee Candle Co., Inc. Term Loan, 2.48% - 3.47%, 2/06/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>540,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,512,123</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Household Products - 0.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>VI-JON, Inc. (VJCS Acquisition, Inc.) Tranche Term Loan B,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.72%, 4/30/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,100</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>935,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>IT Services - 4.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Activant Solutions, Inc. Term Loan, 3.438%, 5/02/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>446</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>211,830</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Affiliated Computer Services, Inc. (ACS) Term Loan B, 2.479%, 3/20/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>728</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>665,435</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Amadeus IT Group SA/Amadeus Verwaltungs GmbH Facility</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan B3, 3.532%, 6/30/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>615</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 366,605</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Amadeus IT Group SA/Amadeus Verwaltungs GmbH Facility</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan B4, 3.532%, 6/30/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>496</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>296,010</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Amadeus IT Group SA/Amadeus Verwaltungs GmbH Facility</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan C3, 4.032%, 6/30/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>615</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>366,605</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Amadeus IT Group SA/Amadeus Verwaltungs GmbH Facility</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan C4, 4.032%, 6/30/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>496</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>296,010</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Audio Visual Services Group, Inc. Second Lien Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6.96%, 8/28/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>50,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ceridian Corp. Term Loan, 3.47%, 11/09/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,360,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>First Data Corp. Initial Tranche Term Loan B-1,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.223% - 3.229%, 9/24/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,472</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,559,512</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>First Data Corp. Initial Tranche Term Loan B-2,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.223% - 3.229%, 9/24/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>496</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>311,881</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>First Data Corp. Initial Tranche Term Loan B-3,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.223% - 3.229%, 9/24/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>982</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>618,967</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>RedPrairie Corp. Second Lien Term Loan, 7.736%, 1/31/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>562,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>RedPrairie Corp. Term Loan, 5.188% - 5.25%, 7/17/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>975</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>614,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=center width="96%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>SunGard Data Systems, Inc. (Solar Capital Corp.) New US Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.198% - 2.991%, 2/28/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,408</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,638,901</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9,918,506</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Independent Power</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dynegy Holdings Inc. Tranche Term Loan B, 1.91%, 4/02/13</FONT>&nbsp; <FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>-(h)</FONT></TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>240</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Producers &amp; Energy</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Texas Competitive Electric Holdings Co., LLC (TXU) Initial</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Traders - 4.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Tranche Term Loan B-1, 3.948% - 4.451%, 10/10/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,496</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,738,348</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Texas Competitive Electric Holdings Co., LLC (TXU) Initial</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Tranche Term Loan B-2, 3.948% - 4.451%, 10/10/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,476</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,808,719</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Texas Competitive Electric Holdings Co., LLC (TXU) Initial</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Tranche Term Loan B-3, 3.948% - 4.451%, 10/10/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,017</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,485,611</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>9,032,918</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Insurance - 0.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Alliant Holdings I, Term Loan, 4.459%, 10/23/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>988</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>770,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Conseco, Inc. Term Loan, 2.447%, 10/10/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>733</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>461,881</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,232,131</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Internet &amp; Catalog</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>FTD Group, Inc. Tranche Term Loan B, 6.75%, 8/26/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>748</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>639,647</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Retail - 0.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Oriental Trading Co., Inc. Second Lien Term Loan, 6.48%, 1/31/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>111,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750,897</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>9</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="36%" colSpan=5><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="59%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="36%" colSpan=5>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%">&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Leisure Equipment &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>24 Hour Fitness Worldwide, Inc. Tranche Term Loan B,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Products - 0.4%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.98% - 3.93%, 6/08/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>973</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 593,225</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Kerasotes Showplace Theatres, LLC Term Loan B2, 5.063%, 11/01/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>555</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>333,289</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>926,514</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Life Sciences Tools &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Invitrogen Term Loan B, 5.25%, 6/11/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,993</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,925,169</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 1.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Machinery - 3.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Blount, Inc. Term Loan B, 2.247%, 8/09/10</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>593</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>508,816</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cl Acquisition, Inc. (Chart Industries) Term Loan B, 2.50%, 10/17/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>222</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>188,889</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>LN Acquisition Corp. (Lincoln Industrials) Delay Draw First Lien Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.95%, 7/11/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>269</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>209,536</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LN Acquisition Corp. (Lincoln Industrials) Initial First Lien Term Loan,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.95%, 7/11/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>716</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>558,764</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>NACCO Materials Handling Group, Inc. Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.479% - 4.595%, 3/21/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>488</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>253,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Navistar International Corp. Advance Term Loan, 3.729%, 1/19/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,667</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,591,112</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Navistar International Corp. Revolving Credit-Linked Deposit,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.718% - 3.729%, 1/19/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,333</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>942,223</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>OshKosh Truck Corp. Term Loan B, 2.20% - 3.95%, 12/06/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,201</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,503,983</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Standard Steel, LLC Delay Draw Term Loan, 2.98%, 6/21/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>77</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>49,169</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Standard Steel, LLC Initial Term Loan, 3.96%, 6/21/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>381</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>243,966</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Trimas Co. LLC Tranche Term Loan B-1, 2.40%, 8/02/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>94</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>56,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Trimas Co. Tranche Term Loan B, 2.729% - 3.434%, 8/02/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>397</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>238,266</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7,344,474</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Marine - 0.8%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Delphi Acquisition Holding l BV (fka Dockwise) Facility Term Loan B,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.459%, 4/26/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,233</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>665,895</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Delphi Acquisition Holding l BV (fka Dockwise) Facility Term Loan C,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.334%, 4/26/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,233</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>665,895</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=9><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Delphi Acquisition Holding l BV (fka Dockwise) Facility Term Loan D,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.959%, 10/26/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,650</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>445,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,777,290</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Media - 30.9%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Acosta, Inc. Term Loan, 2.73%, 2/28/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,463</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,067,625</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Affinion Group Holdings, Inc. Term Loan, 9.867%, 3/01/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>975</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>438,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Alix Partners, LLP Tranche Term Loan C, 2.94% - 3.36%, 10/30/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>931</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>796,406</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Alpha Topco Ltd. (Formula One) Facility Term Loan B1, 2.659%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1/05/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>571</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>296,786</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Alpha Topco Ltd. (Formula One) Facility Term Loan B2, 2.854%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/31/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>393</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>204,040</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Amsterdamse Beheer - En Consultingmaatschappij BV (Casema)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Casema Facility Term Loan C, 4.553%, 11/02/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>625</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>702,601</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Amsterdamse Beheer - En Consultingmaatschappij BV (Casema)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Kabelcom Facility Term Loan B, 4.0531%, 11/02/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>625</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>702,601</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Atlantic Broadband Finance, LLC Tranche Term Loan B-2,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.71%, 2/27/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,950</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,670,729</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Bresnan Communications, Additional First Lien Term Loan B,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.13%, 9/17/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,224,375</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Bresnan Communications, LLC Second Lien Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="39%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4.95% - 5.01%, 3/31/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>162,500</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>10</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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<A name="page_11"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="36%" colSpan=7><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="59%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="36%" colSpan=7>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%">&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>CSC Holdings, Inc. (Cablevision) Incremental Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.205% - 2.692%, 3/28/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,145</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,927,054</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Catalina Marketing Corp. Initial Term Loan, 4.459%, 10/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,476</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,730,231</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cengage Learning Acquisitions, Inc. (Thomson Learning) Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 2.98%, 7/05/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,476</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,113,287</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cengage Learning Acquisitions, Inc. (Thomson Learning)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Tranche 1 Incremental Term Loan, 7.50%, 7/05/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,230</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,024,448</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cequel Communications, LLC Term Loan, 2.445% - 4.25%, 11/05/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,888</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,883,918</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Charter Communications Operating, LLC New Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.18% - 3.36%, 3/06/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,960</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,492,359</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Clarke American Corp. Tranche Term Loan B, 2.979% - 3.959%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12/31/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,972</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,150,610</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cumulus Media, Inc. Replacement Term Loan, 2.196%, 6/11/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,411</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>479,676</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dex Media West LLC Tranche Term Loan B, 7%, 10/24/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,080,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Discovery Communications Holding, LLC Term Loan B, 3.459%, 5/14/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,975</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,766,170</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Emmis Operating Co. Tranche Term Loan B, 2.479% - 3.466%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/02/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>464</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>191,864</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>FoxCo Acquisition Sub, Term Loan, 7.25%, 7/14/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>499</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>261,844</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GateHouse Media Operating, Inc. Delay Draw Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.45% - 4.48%, 9/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>293</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>69,895</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GateHouse Media Operating, Inc. Initial Term Loan, 2.48%, 8/28/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>135</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>32,179</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Getty Images, Inc. Initial Term Loan, 6.25% - 7.25%, 6/30/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>994</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>930,398</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Gray Television, Inc. Term Loan B, 2.01% - 2.93%, 12/31/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,347</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>570,212</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>HIT Entertainment, Inc. Second Lien Term Loan, 6.74%, 2/24/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>150,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>HMH Publishing Co., Ltd. (fka Education Media) Mezzanine</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Assignment, 5.256%, 11/14/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7,162</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,148,651</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>HMH Publishing Co., Ltd. (fka Education Media) Tranche Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan A, 5.256%, 11/14/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,630</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,420,077</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Hanley-Wood, LLC (FSC Acquisition) Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.697% - 4.50%, 3/08/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,223</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>811,437</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="97%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hargray Acquisition Co./DPC Acquisition LLC/HCP Acquisition LLC</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>First Lien Term Loan, 3.386%, 6/18/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>982</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>814,746</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Hargray Acquisition Co./DPC Acquisition LLC, Second Lien</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 6.736%, 6/18/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>247,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Idearc, Inc. (Verizon) Tranche Term Loan B, 2.48% - 3.46%, 11/17/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,505</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>508,535</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Kabel Deutschland Holding GMBH Facility Term Loan A,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.303%, 6/01/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,401,060</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Knology, Inc. Term Loan, 2.747%, 6/30/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>485</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>320,273</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lavena Holding 3 GmbH (ProSiebenSat.1 Media AG) Facility</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan B, 4.589%, 6/28/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>337</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>34,499</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lavena Holding 3 GmbH (ProSiebenSat. 1 Media AG) Facility</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan C1, 4.839%, 6/28/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>674</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>68,997</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Liberty Cablevision of Puerto Rico Ltd. Initial Facility Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan B, 3.996%, 3/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,478</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>886,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Local TV Finance, LLC Term Loan, 2.48%, 5/07/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>744</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>267,960</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>MCC Iowa LLC (Mediacom Broadband Group) Tranche Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan A, 1.88%, 3/31/10</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>825</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>754,644</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>11</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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<A name="page_12"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="59%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="37%" colSpan=7><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="59%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="37%" colSpan=7>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%">&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>MCC Iowa LLC (Mediacom Broadband Group) Tranche Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan D-1, 2.13%, 1/31/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,470</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,229,900</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Mediacom Illinois, LLC (fka Mediacom Communications, LLC)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Tranche Term Loan C, 1.88%, 1/31/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,430</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,978,792</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Mediannuaire Holding (Pages Jaunes) Term Loan B2,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.909%, 1/11/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>453</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>123,522</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Mediannuaire Holding (Pages Jaunes) Term Loan C, 4.409%, 1/11/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>938</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>255,543</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Mediannuaire Holding (Pages Jaunes) Term Loan D, 5.909%, 1/11/17</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>73,623</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Metro-Goldwyn-Mayer, Inc., Tranche Term Loan B,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.729% - 4.709%, 3/15/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,920</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>865,949</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Multicultural Radio Broadcasting, Inc. Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.258% - 5%, 12/15/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>331</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>231,910</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Mission Broadcasting, Inc. Term Loan B, 3.209%, 10/01/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,883</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,091,950</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>National Cinemedia, LLC Term Loan, 3.75%, 2/12/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>620,714</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Newsday LLC Term Loan, 9.75%, 7/02/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,320,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Newsday LLC Term Loan, 6.594%, 8/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,071,875</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>NV Broadcasting, LLC First Lien Term Loan, 5.25%, 10/21/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>990</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>366,290</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>NV Broadcasting, LLC Second Lien Term Loan, 5.25%, 10/26/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>300,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Nexstar Broadcasting, Term Loan B, 3.209%, 10/01/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,781</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,033,129</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Nielsen Finance LLC Dollar Term Loan, 2.448%, 8/15/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,818</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,025,562</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Penton Media, Inc. First Lien Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.729% - 3.424%, 2/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,105</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>416,703</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Penton Media, Inc. Second Lien Term Loan, 6.174%, 2/01/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>111,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Puerto Rico Cable Acquisition Co., Inc. (D/B/A Choice TV)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Second Lien Term Loan, 8%, 1/28/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>692</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>380,769</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Quebecor Media Facility Term Loan B, 3.094%, 1/17/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>728</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>603,825</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>San Juan Cable Term Loan B, 9.62%, 3/02/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,769</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,061,439</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sitel, LLC (ClientLogic) Term Loan, 5.947% - 6.911%, 1/30/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,366</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>805,935</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sunshine Acquisition Ltd. (aka HIT Entertainment) Facility</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 3.49%, 8/31/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,098</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>477,652</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Telecommunications Management, LLC Multi-Draw Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.979%, 6/30/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>233</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>140,080</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Telecommunications Management, LLC Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3.979%, 6/30/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>926</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>555,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>UPC Financing Partnership Facility Term Loan M, 3.545%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/19/37</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,767</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,431,616</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Virgin Media Investment Holdings Ltd. Facility Term Loan B, 4.392%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>11/19/37</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,779</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,959,215</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD align=left width="98%" colSpan=11><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Virgin Media Investment Holdings Ltd. Facility Term Loan C, 4.919%,</FONT> </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7/17/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,381,907</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Wallace Theater Corp. (Hollywood Theatres) First Lien Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 6.56%, 8/09/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,623</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,201,385</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Wallace Theater Corp. (Hollywood Theaters) Second Lien</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 10.31%, 8/09/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,750,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Weather Channel Term Loan B, 7.25%, 6/01/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>998</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>935,655</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="57%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Yell Group Plc Facility Term Loan B2, 4.553%, 4/30/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,525,268</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="43%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>70,132,395</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>12</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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<A name="page_13"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="57%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="57%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="37%" colSpan=7><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="57%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="37%" colSpan=7>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%">&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Metals &amp; Mining - 1.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Compass Minerals International, Inc. Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1.96% - 2.96%, 12/22/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>776</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 722,136</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Essar Steel Algoma, Inc. (fka Algoma Steel, Inc.) Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3%, 6/19/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,949</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,217,949</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Euramax International Holdings B.V. Second Lien Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>13%, 6/29/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>738</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>132,819</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Euramax International, Inc. Second Lien Term Loan, 13%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6/29/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>482</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>86,846</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,159,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Multi-Utilities - 0.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>FirstLight Power Resources, Inc. (fka NE Energy, Inc.) First</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lien Advance Term Loan B, 4.125%, 10/31/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,230</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,002,803</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>FirstLight Power Resources, Inc. (fka NE Energy, Inc.) Letter</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>of Credit, 1.35%, 10/03/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>159</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>129,207</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>FirstLight Power Resources, Inc. (fka NE Energy, Inc.) Second</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Lien Advance Term Loan, 5.966%, 10/31/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>375,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Mach Gen, LLC Synthetic Letter of Credit First Lien Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 1.218%, 2/12/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>69</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>50,359</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,557,369</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Multiline Retail - 0.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Dollar General Corp. Tranche Term Loan B-1, 3.198% - 3.924%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7/03/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,046,875</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Oil, Gas &amp; Consumable</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Big West Oil, LLC Delay Draw Term Loan, 4.50%, 5/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>550</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>247,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Fuels - 2.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Big West Oil, LLC Term Loan, 4.50%, 5/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>438</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>196,875</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Coffeyville Resources, LLC Letter of Credit, 3.15%, 12/21/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>324</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>229,459</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Coffeyville Resources, LLC Tranche Term Loan D, 8.75%, 12/21/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,045</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>739,039</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Drummond Co., Inc. Advance Term Loan B, 1.723%, 2/15/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,275</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,236,750</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Niskas Gas Storage Canada ULC Asset Sale Bridge Facility Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 2.205%, 5/08/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>29</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>22,388</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Niskas Gas Storage Canada ULC Term Loan B, 4.847%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5/08/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>453</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>350,961</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Niskas Gas Storage Gas LLC Wild Goose Acquisition Delay Draw</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan B, 2.203%, 5/08/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>51</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>39,214</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Niskas Gas Storage LLC Term Loan B, 4.847%, 5/08/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>75</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>57,889</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Vulcan Energy Corp. (fka Plains Resources, Inc.) Term Loan B3,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5.50%, 9/03/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,470,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Western Refining Co., Inc. Term Loan, 8.25%, 5/30/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>915</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>501,910</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,091,985</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Paper &amp; Forest</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Boise Cascade Holdings LLC Second Lien Term Loan, 5.75%, 2/05/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>368</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>304,106</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Products - 2.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Georgia-Pacific LLC Lien Term Loan B, 2.956% - 4.189%, 12/22/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,808</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,278,548</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>NewPage Corp. Term Loan, 5.313%, 12/21/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,984</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,127,425</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Verso Paper Finance Holdings LLC Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>7.685% - 8.435%, 2/01/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>345</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>68,957</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,779,036</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Personal Products - 0.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>American Safety Razor Co., LLC Second Lien Term Loan,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6.73%, 1/25/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,280,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Pharmaceuticals - 1.7%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Catalent Pharma Solutions, Inc. (fka Cardinal Health 409,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="19%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="36%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Inc.) Term Loan, 5.223%, 4/15/14</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,463</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,270,137</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>13</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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<A name="page_14"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="56%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="56%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="39%" colSpan=7><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="56%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="39%" colSpan=7>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Par</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Floating Rate Loan Interests</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Warner Chilcott Co., Inc. Acquisition Date Tranche</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan B, 3.459%, 1/18/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,255</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,113,377</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Warner Chilcott Co., Inc. Acquisition Date Tranche</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan C, 3.459%, 1/30/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>515</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>457,118</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,840,632</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Professional Services - 0.2%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Booz Allen Hamilton, Inc. Tranche Term Loan B, 7.50%, 7/01/15</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>499</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>462,591</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Real Estate Management</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Capital Automotive LP Term Loan, 2.25%, 12/16/10</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,675</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>646,071</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>&amp; Development - 1.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Enclave First Lien Term Loan, 6.14%, 3/01/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Georgian Towers Term Loan, 6.14%, 3/01/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>900,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Pivotal Promontory, LLC Second Lien Term Loan, 14.75%, 8/11/11 (d)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>750</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>37,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,583,571</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Road &amp; Rail - 0.9%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Rail America, Inc. Term Loan, 5.44%, 6/30/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,250</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,025,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Software - 0.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Bankruptcy Management Solutions, Inc. First Lien Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 4.41%, 7/06/12</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>978</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>742,900</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Bankruptcy Management Solutions, Inc. Second Lien Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan, 6.698%, 7/06/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>489</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>215,050</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>CCC Information Services Group, Inc. Term Loan, 3.72%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2/10/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>411</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>287,979</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,245,929</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Specialty Retail - 1.9%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>ADESA, Inc. (KAR Holdings, Inc.) Initial Term Loan, 2.73% - 3.709%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10/20/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,395</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,588,010</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Burlington Coat Factory Warehouse Corp. Term Loan, 2.73%, 5/28/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>517</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>228,114</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>General Nutrition Centers, Inc. Term Loan, 3.69% - 3.72%, 9/26/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>995</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>669,095</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>OSH Properties LLC (Orchard Supply) Participation 1 Term</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Loan B, 2.784%, 12/21/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>900,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sensata Technology BV/Sensata Technology Finance Co., LLC</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Term Loan, 3.971% - 4.13%, 4/27/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,463</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>852,038</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4,237,257</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Textiles, Apparel &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Renfro Corp. Tranche Term Loan B, 4.16% - 4.71%, 9/30/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>436</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>174,500</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Luxury Goods - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Trading Companies &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Beacon Sales Acquisition, Inc. Term Loan B, 2.479% - 3.435%, 11/02/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,222</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>769,781</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Distributors - 0.3%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Wireless</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Cricket Communications, Inc. (aka Leap Wireless) Term Loan B,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Telecommunication</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6.50%, 6/16/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,419</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,292,623</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 1.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="55%" colSpan=5><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>MetroPCS Wireless, Inc. Tranche Term Loan B, 2.75% - 3.438%, 11/03/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,618</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,405,698</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ntelos, Inc. Advance Term Loan B-1, 2.73%, 8/14/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>928</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>823,099</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,521,420</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Floating Rate Loan Interests - 117.5%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>266,591,581</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Common Stocks</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="7%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Shares</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Capital Markets - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>E*Trade Financial Corp. (i)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>121,011</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>137,953</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Commercial Services &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Sirva Common Stock</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>554</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,770</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Supplies - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="56%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Paper &amp; Forest Products - 0.0%&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></B><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ainsworth Lumber Co. Ltd. (i)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>55,855</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>38,717</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Ainsworth Lumber Co. Ltd. (c)(i)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>62,685</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>42,975</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>81,692</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="34%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Common Stocks - 0.1%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="3%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>222,415</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=center><FONT face=Arial,Arial,Helvetica,sans-serif size=2>14</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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<A name="page_15"></A>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="60%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="60%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="35%" colSpan=5><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Percentages shown are based on Net Assets)</FONT></B>&nbsp; </TD></TR>
<TR>
     <TD width="60%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="35%" colSpan=5>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Industry</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Preferred Stocks</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="11%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Shares</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Capital Markets - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Marsico Parent Superholdco, LLC, 16.75% (c)(i)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="11%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>100</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 45,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Preferred Stocks - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>45,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Warrants (j)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Machinery - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Synventive Molding Solutions (expires 1/15/13)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="11%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>0</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Warrants - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>0</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Other Interests (k)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Health Care Providers &amp;</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Critical Care Systems International, Inc. (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="11%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>947</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>191</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Services - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Household Durables - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Berkline Benchcraft Equity LLC (e)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="11%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>6,155</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>0</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Other Interests - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>191</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Long-Term Investments (Cost - $516,945,364) - 153.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>348,392,405</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Options Purchased</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="11%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Contracts</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Over-the-Counter Traded Put</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Marsico Parent Superholdco LLC, expiring December 2009 at</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Options</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD 942.86, Broker Goldman Sachs Group, Inc.</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="11%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>26</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>42,120</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Options Purchased (Cost - $25,422) - 0.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>42,120</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="50%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total Investments (Cost - $516,970,786*) - 153.6%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>348,434,525</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Liabilities in Excess of Other Assets - (27.7)%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(62,752,755)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Preferred Shares, at Redemption Value - (25.9)%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(58,819,369)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="37%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Net Assets Applicable to Common Shares - 100.0%</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="11%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="22%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 226,862,401</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=left><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>* The cost and unrealized appreciation (depreciation) of investments as of January 31, 2009, as computed for</FONT><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>federal income tax purposes, were as follows:</FONT></P>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="50%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Aggregate cost</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 517,008,850</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="50%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Gross unrealized appreciation</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 711,748</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="50%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Gross unrealized depreciation</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(169,286,073)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="50%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Net unrealized depreciation</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="47%"><U><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ (168,574,325)</FONT></U>&nbsp; </TD></TR></TABLE><BR>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(a)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Variable rate security. Rate shown is as of report date.</FONT> </TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(b)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Represents a payment-in-kind security which may pay interest/dividends in additional par/shares.</FONT> </TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(c)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration to qualified institutional investors.</FONT> </TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(d)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Issuer filed for bankruptcy and/or is in default of interest payments.</FONT> </TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(e)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Security is valued in accordance with the Trust's fair valuation policy.</FONT> </TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(f)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Restricted securities as to resale, representing 9.3% of net assets were as follows:</FONT> </TD></TR>
<TR>
     <TD colSpan=2>&nbsp;</TD></TR></TABLE>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Acquisition</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Issue</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Date(s)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Cost</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="23%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Value</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Colombia Government International</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Bond, 8.541%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/17/13</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2/15/06</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,299,459</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="23%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,128,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Costa Rica Government International</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Bond, 9.335%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5/15/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8/30/04 - 11/01/04</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,220,092</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="23%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,248,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Nordic Telephone Co. Holdings ApS,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10.107%, 5/01/16</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/26/06</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,867,951</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="23%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,459,648</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Pemex Project Funding Master</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Trust, 2.894%, 10/15/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8/27/04 - 12/15/04</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12,791,943</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="23%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>12,668,250</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Republic of Venezuela, 2.123%,</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="23%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>4/20/11</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10/26/04</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3,769,343</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="23%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2,630,000</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="32%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 22,948,788</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="23%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 21,133,898</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=left><FONT face=Arial,Arial,Helvetica,sans-serif size=2>15</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

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<A name="page_16"></A>
<P align=left>
<TABLE>
<TR>
     <TD noWrap><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B><BR>
<BR>
<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B></TD></TR></TABLE></P>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(g)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%" colSpan=2><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>All or a portion of security has been pledged as collateral for reverse repurchase agreements.</FONT> </TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(h)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%" colSpan=2><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Amount is less than $1,000.</FONT> </TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(i)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%" colSpan=2><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Non-income producing security.</FONT> </TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(j)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%" colSpan=2><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Warrants entitle the Trust 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.</FONT> </TD></TR>
<TR>
     <TD vAlign=top noWrap><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(k)</FONT>&nbsp; &nbsp; &nbsp; </TD>
     <TD width="100%" colSpan=2><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Other interests represent beneficial interest in liquidation trusts and other reorganization entities and are non-income producing.</FONT> </TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD vAlign=top noWrap>
<LI></LI></TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>For Trust compliance purposes, the Trust's industry classifications refer to any one or more of the industry sub-classifications used by one or more widely recognized market indexes or ratings group indexes, and/or as defined by Trust management. This definition may not apply for purposes of this report, which may combine industry sub-classifications for reporting ease.</FONT> </TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD vAlign=top noWrap>
<LI></LI></TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Foreign currency exchange contracts as of January 31, 2009 were as follows:</FONT> </TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR></TABLE>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Unrealized</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Settlement</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Appreciation</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="21%" colSpan=3>&nbsp; &nbsp; &nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Currency Purchased</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%" colSpan=3>&nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Currency Sold</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Counterparty</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Date</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(Depreciation)</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>44,459,310</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>33,912,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Deutsche Bank AG</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/18/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,066,704</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,323,079</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>1,000,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Citibank NA</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/18/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>43,514</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>8,816,729</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>5,946,000</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>UBS AG</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/18/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>205,066</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>332,953</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>242,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Citibank NA</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/18/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(18,262)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="12%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>739,126</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>MXN</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="9%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>10,416,500</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Deutsche AG, London</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>3/18/09</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>21,337</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="12%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="4%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="9%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="20%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="16%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="16%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,318,359</FONT>&nbsp; </TD></TR></TABLE><BR>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="87%" colSpan=13><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>&#149; </FONT></B><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Credit default swaps on traded indexes - sold protection outstanding as of January 31, 2009 were as follows:</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD></TR>
<TR>
     <TD width="87%" colSpan=13>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="8%">
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Receive</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Notional</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Fixed</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Amount</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Unrealized</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%">&nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Issuer</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Rate</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="14%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Counterparty</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="17%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Expiration</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>(000)</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Depreciation</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="15%" colSpan=3>&nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>BAA Ferovial</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="15%" colSpan=3>&nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Junior Term Loan</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="7%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>2.00%</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="14%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Deutsche Bank AG</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>June 2012</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP 1,800</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="16%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ (611,795)</FONT>&nbsp; </TD></TR>
<TR>
     <TD width="15%" colSpan=3>
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="7%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="14%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="17%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="18%">
<HR noShade SIZE=1>
</TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="16%" colSpan=3>
<HR noShade SIZE=1>
</TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="24%" colSpan=5><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>&#149; </FONT></B><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Currency Abbreviations:</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%">&nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>EUR</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Euro</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="7%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%">&nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>GBP</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>British Pound</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%">&nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>MXN</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Mexican Peso</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="7%">&nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>USD</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>US Dollar</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="14%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="6%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="8%">&nbsp; </TD></TR></TABLE><BR>
<P align=left><FONT face=Arial,Arial,Helvetica,sans-serif size=2>16</FONT></P>
<HR align=center width="100%" noShade SIZE=2>

<!--$$/page=-->
<A name="page_17"></A>
<P align=left>
<TABLE>
<TR>
     <TD noWrap><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>BlackRock Floating Rate Income Trust</FONT></B><BR>
<BR>
<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Schedule of Investments January 31, 2009 (Unaudited)</FONT></B></TD></TR></TABLE></P>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR>
     <TD vAlign=top noWrap>
<LI></LI></TD>
     <TD width="100%" colSpan=2><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Effective November 1, 2008, the Trust adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, "Fair Value Measurements" ("FAS 157"). FAS 157 clarifies the definition of fair value, establishes a framework for measuring fair values and requires additional disclosures about the use of fair value measurements. Various inputs are used in determining the fair value of investments, which are as follows:</FONT> </TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD vAlign=top noWrap>
<LI></LI></TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 1 - price quotations in active markets/exchanges for identical securities</FONT> </TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD vAlign=top noWrap>
<LI></LI></TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 2 - other observable inputs (including, but not limited to: quoted prices for 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>
     <TD colSpan=3>&nbsp;</TD></TR>
<TR>
     <TD>&nbsp;</TD>
     <TD vAlign=top noWrap>
<LI></LI></TD>
     <TD width="100%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 3 - unobservable inputs based on the best information available in the circumstance, to the extent observable inputs are not available (including the Trust's own assumption used in determining the fair value of investments)</FONT> </TD></TR>
<TR>
     <TD colSpan=3>&nbsp;</TD></TR></TABLE>
<P align=left><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in</FONT><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>those securities. For information about the Trust's policy regarding valuation of investments and other significant accounting </FONT><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>policies, please refer to the Trust's most recent financial statements as contained in its annual report.</FONT><BR>
<BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The following table summarizes the inputs used as of January 31, 2009 in determining the fair valuation of the Trust's
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="13%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>investments:</FONT>&nbsp; </TD></TR></TABLE></FONT></P>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="13%"><FONT face="Trebuchet MS" size=2></FONT></TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="26%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="18%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=center width="13%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Valuation</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Investments in</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="37%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Other Financial</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=center width="13%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Inputs</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Securities</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="37%" colSpan=3><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Instruments*</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="13%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="26%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Assets</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="17%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Assets</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Liabilities</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="13%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 1</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="26%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 176,670</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>-</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>-</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="13%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 2</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="26%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>226,638,796</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,378,741&nbsp;</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ (18,262)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="13%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Level 3</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="26%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>121,576,939</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%">&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>-</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(611,795)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="13%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Total</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="26%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 348,392,405</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="17%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 1,378,741&nbsp;</FONT> </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$</FONT>&nbsp; (630,057)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="80%" colSpan=7><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>* Other financial instruments are swaps, foreign currency exchange and options contracts.</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="15%">&nbsp;</TD></TR></TABLE><BR>
<P align=left><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Swaps and foreign</FONT>&nbsp;currency exchange contracts are valued at the unrealized appreciation/depreciation on the instrument and </FONT><BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>options are at shown at market value. </FONT><BR>
<BR>
<FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>The following is a reconciliation of investments for unobservable inputs (Level 3) were used in determining fair
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>value:</FONT>&nbsp; </TD></TR></TABLE></FONT></P>
<TABLE cellSpacing=0 cellPadding=0 border=0>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2></FONT></TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="18%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Investments in</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Other Financial</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="29%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Securities</FONT></B>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=center width="18%"><B><FONT face="Trebuchet MS,Bold,Arial,Helvetica,sans-serif" size=2>Instruments*</FONT></B>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Balance, as of October 31, 2008</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 119,862,229</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ (543,254)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Accrued discounts/premiums</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>176,462</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>-</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Realized gain (loss)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(7,614,669)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>-</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Change in unrealized appreciation (depreciation)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(41,771,326)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(68,541)</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Net purchases (sales)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>(12,951,188)</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>-</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Net transfers in/out of Level 3</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>63,875,431</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>-</FONT>&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>Balance, as of January 31, 2009</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="29%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ 121,576,939</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=right width="18%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>$ (611,795)</FONT>&nbsp; </TD></TR>
<TR>
     <TD width="47%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD width="29%">
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     <TD width="2%">&nbsp; </TD>
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     <TD noWrap align=left width="78%" colSpan=3><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>* Other financial instruments are swap contracts. Swap contracts are valued at the unrealized</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="18%">&nbsp; </TD></TR>
<TR vAlign=bottom>
     <TD noWrap align=left width="47%"><FONT face="Trebuchet MS,Arial,Helvetica,sans-serif" size=2>appreciation/depreciation on the instrument.</FONT>&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="29%">&nbsp; </TD>
     <TD width="2%">&nbsp; </TD>
     <TD noWrap align=left width="18%">&nbsp; </TD></TR></TABLE><BR>
<P align=left><FONT face=Arial,Arial,Helvetica,sans-serif size=2>17</FONT></P>
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     <TD noWrap><FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Item 2 &#150; Controls and Procedures</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>2(a) &#150; The registrant&#146;s principal executive and principal financial officers or persons performing </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>similar functions have concluded that the registrant&#146;s disclosure controls and procedures (as </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>&#147;1940 Act&#148;)) are effective as of a date within 90 days of the filing of this report based on the </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>and Rule 13(a)-15(b) under the Securities Exchange Act of 1934, as amended.</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>2(b) &#150; There were no changes in the registrant&#146;s internal control over financial reporting (as </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrant&#146;s last fiscal </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>quarter that have materially affected, or are reasonably likely to materially affect, the </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>registrant&#146;s internal control over financial reporting.</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Item 3 &#150; Exhibits</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Certifications &#150; Attached hereto</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>the undersigned, thereunto duly authorized.</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>BlackRock Floating Rate Income Trust</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>By: </FONT><U><FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>/s/ Donald C. Burke</FONT></U><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Donald C. Burke</FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Chief Executive Officer of</FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>BlackRock Floating Rate Income Trust</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Date: March 25, 2009</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Company Act of 1940, this report has been signed below by the following persons on behalf </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>of the registrant and in the capacities and on the dates indicated.</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>By: </FONT><U><FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>/s/ Donald C. Burke</FONT></U><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Donald C. Burke</FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Chief Executive Officer (principal executive officer) of</FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>BlackRock Floating Rate Income Trust</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Date: March 25, 2009</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>By: </FONT><U><FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>/s/ Neal J. Andrews</FONT></U><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Neal J. Andrews</FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Chief Financial Officer (principal financial officer) of</FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>BlackRock Floating Rate Income Trust</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Date: March 25, 2009</FONT></TD></TR></TABLE></P>
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<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>bgtcerts.htm
<DESCRIPTION>CERTIFICATION
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     <TD noWrap><B><FONT face=Arial-BoldMT,Arial,Helvetica,sans-serif size=2>EX-99. CERT</FONT></B><BR>
<B><FONT face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif" size=2>CERTIFICATION PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND SECTION 302 OF </FONT></B><BR>
<B><FONT face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif" size=2>THE SARBANES-OXLEY ACT OF 2002</FONT></B><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>I, Donald C. Burke, Chief Executive Officer (principal executive officer) of BlackRock Floating Rate Income Trust, certify </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>that:</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>1. I have reviewed this report on Form N-Q of BlackRock Floating Rate Income Trust;</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>material fact necessary to make the statements made, in light of the circumstances under which such statements were made, </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>not misleading with respect to the period covered by this report; </FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>the investments of the registrant as of the end of the fiscal quarter for which the report is filed;</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>a) designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>designed under our supervision, to ensure that material information relating to the registrant, including its</FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>which this report is being prepared;</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>b) designed such internal control over financial reporting, or caused such internal control over financial </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>financial reporting and the preparation of financial statements for external purposes in accordance with generally </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>accepted accounting principles;</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>c) evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>days prior to the filing date of this report, based on such evaluation; and</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>d) disclosed in this report any change in the registrant's internal control over financial reporting that </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>materially affect, the registrant's internal control over financial reporting; and</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>of the registrant's board of directors (or persons performing the equivalent functions):</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>a) all significant deficiencies and material weaknesses in the design or operation of internal control over </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>summarize, and report financial information; and</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>b) any fraud, whether or not material, that involves management or other employees who have a significant </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>role in the registrant's internal control over financial reporting.</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Date: March 25, 2009</FONT><BR>
<BR>
<U><FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>/s/ Donald C. Burke</FONT></U><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Donald C. Burke</FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Chief Executive Officer (principal executive officer) of </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>BlackRock Floating Rate Income Trust</FONT></TD></TR></TABLE></P>
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     <TD noWrap><B><FONT face=Arial-BoldMT,Arial,Helvetica,sans-serif size=2>EX-99. CERT</FONT></B><BR>
<B><FONT face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif" size=2>CERTIFICATION PURSUANT TO RULE 30a-2(a) UNDER THE 1940 ACT AND </FONT></B><BR>
<B><FONT face="TimesNewRomanPS-BoldMT,Times New Roman,Times,serif" size=2>SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002</FONT></B><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>I, Neal J. Andrews, Chief Financial Officer (principal financial officer) of BlackRock Floating Rate Income </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Trust, certify that:</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>1. I have reviewed this report on Form N-Q of BlackRock Floating Rate Income Trust;</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>2. Based on my knowledge, this report does not contain any untrue statement of a material fact or </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>omit to state a material fact necessary to make the statements made, in light of the circumstances under </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>which such statements were made, not misleading with respect to the period covered by this report; </FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>3. Based on my knowledge, the schedules of investments included in this report fairly present in all </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>material respects the investments of the registrant as of the end of the fiscal quarter for which the report is </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>filed;</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Company Act of 1940) for the registrant and have:</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>a) designed such disclosure controls and procedures, or caused such disclosure controls and </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>procedures to be designed under our supervision, to ensure that material information relating to the </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>registrant, including its consolidated subsidiaries, is made known to us by others within those </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>entities, particularly during the period in which this report is being prepared;</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>b) designed such internal control over financial reporting, or caused such internal control </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>over financial reporting to be designed under our supervision, to provide reasonable assurance </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>regarding the reliability of financial reporting and the preparation of financial statements for </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>external purposes in accordance with generally accepted accounting principles;</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>c) evaluated the effectiveness of the registrant's disclosure controls and procedures and </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>presented in this report our conclusions about the effectiveness of the disclosure controls and </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>procedures, as of a date within 90 days prior to the filing date of this report, based on such </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>evaluation; and</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>d) disclosed in this report any change in the registrant's internal control over financial </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>reporting that occurred during the registrant's most recent fiscal quarter that has materially </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>affected, or is reasonably likely to materially affect, the registrant's internal control over financial </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>reporting; and</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>audit committee of the registrant's board of directors (or persons performing the equivalent functions):</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>a) all significant deficiencies and material weaknesses in the design or operation of internal </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>control over financial reporting which are reasonably likely to adversely affect the registrant's</FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>ability to record, process, summarize, and report financial information; and</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>b) any fraud, whether or not material, that involves management or other employees who </FONT><BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>have a significant role in the registrant's internal control over financial reporting.</FONT><BR>
<BR>
<FONT face="TimesNewRomanPSMT,Times New Roman,Times,serif" size=2>Date: March 25, 2009</FONT></TD></TR></TABLE></P>
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<U><FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">/s/ Neal J. Andrews</FONT></U><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Neal J. Andrews</FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">Chief Financial Officer (principal financial officer) of </FONT><BR>
<FONT size=2 face="TimesNewRomanPSMT,Times New Roman,Times,serif">BlackRock Floating Rate Income Trust</FONT></TD></TR></TABLE>
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