BlackRock
Floating
Rate
Income
Portfolio
ASSETS
Investments,
at
value
—
unaffiliated
(a)
(b)
.......................................................................................
$
4,169,610,580
Investments,
at
value
—
affiliated
(c)
..........................................................................................
599,039,513
Cash
.............................................................................................................
17,888,966
Cash
pledged:
–
Collateral
—
OTC
derivatives
............................................................................................
50,000
Centrally
cleared
swaps
................................................................................................
6,275,000
Foreign
currency,
at
value
(d)
...............................................................................................
41,824
Receivables:
–
Investments
sold
....................................................................................................
59,322,571
Securities
lending
income
—
affiliated
......................................................................................
6,757
Capital
shares
sold
...................................................................................................
9,200,469
Dividends
—
affiliated
.................................................................................................
1,900,342
Interest
—
unaffiliated
.................................................................................................
14,194,683
Variation
margin
on
centrally
cleared
swaps
..................................................................................
36,039
Unrealized
appreciation
on:
–
Forward
foreign
currency
exchange
contracts
.................................................................................
31,148
OTC
swaps
........................................................................................................
4,402,566
Unfunded
floating
rate
loan
interests
.......................................................................................
42,621
Prepaid
e
xpenses
.....................................................................................................
193,071
Total
a
ssets
.........................................................................................................
4,882,236,150
LIABILITIES
Cash
received:
–
Collateral
—
OTC
derivatives
............................................................................................
2,690,000
Collateral
on
securities
loaned
.............................................................................................
17,380,714
Payables:
–
Investments
purchased
................................................................................................
330,589,584
Swaps
..........................................................................................................
840
Administration
fees
...................................................................................................
215,155
Capital
shares
redeemed
...............................................................................................
17,036,518
Income
dividend
distributions
............................................................................................
3,505,969
Interest
expense
....................................................................................................
168,121
Investment
advisory
fees
..............................................................................................
1,819,583
Trustees'
and
Officer's
fees
.............................................................................................
83,821
Other
affiliate
fees
...................................................................................................
10,956
Professional
fees
....................................................................................................
53,515
Service
and
distribution
fees
.............................................................................................
103,323
Other
accrued
expenses
...............................................................................................
1,553,720
Swap
premiums
received
................................................................................................
1,464,690
Unrealized
depreciation
on:
–
OTC
swaps
........................................................................................................
32,261
Unfunded
floating
rate
loan
interests
.......................................................................................
22
Total
li
abilities
........................................................................................................
376,708,792
Commitments
and
contingent
liabilities
$
–
NET
ASSETS
........................................................................................................
$
4,505,527,358
NET
ASSETS
CONSIST
OF:
Paid-in
capital
........................................................................................................
$
4,939,990,544
Accumulated
loss
.....................................................................................................
(
434,463,186
)
NET
ASSETS
........................................................................................................
$
4,505,527,358
(a)
Investments,
at
cost
—
unaffiliated
.................................................................................
$
4,186,109,122
(b)
Securities
loaned,
at
value
......................................................................................
$
16,882,947
(c)
Investments,
at
cost
—
affiliated
...................................................................................
$
598,855,369
(d)
Foreign
currency,
at
cost
.......................................................................................
$
41,841
See
notes
to
financial
statements.