Edgar Filing: EATON VANCE SENIOR FLOATING RATE TRUST

nvq

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

Form N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES

811-21411
Investment Company Act File Number

Eaton Vance Senior Floating-Rate Trust

(Exact Name of Registrant as Specified in Charter)

Two International Place, Boston, Massachusetts 02110
(Address of Principal Executive Offices)

Maureen A. Gemma
Two International Place, Boston, Massachusetts 02110
(Name and Address of Agent for Services)

(617) 482-8260
(Registrant’s Telephone Number, Including Area Code)

October 31
Date of Fiscal Year End

January 31, 2009
Date of Reporting Period

TABLE OF CONTENTS


	Item 1. Schedule of Investments
	Item 2. Controls and Procedures
Signatures
Certification

Item 1. Schedule of Investments


Eaton Vance Senior Floating-Rate Trust		as of January 31, 2009

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior Floating-Rate Interests — 158.4%⁽¹⁾


Principal
Amount*		Borrower/Tranche Description	Value

Aerospace and Defense — 3.9%
		ACTS Aero Technical Support & Service, Inc.
	709,366	Term Loan, 7.33%, Maturing October 5, 2014	$	88,671
		AWAS Capital, Inc.
	769,138	Term Loan, 3.25%, Maturing March 22, 2013		470,456
		Colt Defense, LLC
	978,935	Term Loan, 3.99%, Maturing July 9, 2014		856,568
		DAE Aviation Holdings, Inc.
	416,490	Term Loan, 4.42%, Maturing July 31, 2014		197,833
	410,573	Term Loan, 4.92%, Maturing July 31, 2014		195,022
		Evergreen International Aviation
	1,380,615	Term Loan, 9.00%, Maturing October 31, 2011		807,660
		Hawker Beechcraft Acquisition
	3,419,990	Term Loan, 3.46%, Maturing March 26, 2014		1,896,193
	200,822	Term Loan, 3.46%, Maturing March 26, 2014		111,344
		Hexcel Corp.
	820,506	Term Loan, 4.48%, Maturing March 1, 2012		722,046
		IAP Worldwide Services, Inc.
	880,210	Term Loan, 8.25%, Maturing December 30, 2012⁽²⁾		476,781
		Spirit AeroSystems, Inc.
	1,593,482	Term Loan, 2.91%, Maturing December 31, 2011		1,422,182
		TransDigm, Inc.
	1,625,000	Term Loan, 3.50%, Maturing June 23, 2013		1,421,875
		Vought Aircraft Industries, Inc.
	2,102,741	Term Loan, 2.91%, Maturing December 17, 2011		1,615,605


Principal
Amount*		Borrower/Tranche Description	Value

	497,650	Term Loan, 7.50%, Maturing December 22, 2011	$	399,364
		Wesco Aircraft Hardware Corp.
	1,142,688	Term Loan, 2.66%, Maturing September 29, 2013		923,672

			$	11,605,272

Air Transport — 0.9%
		Airport Development and Investment, Ltd.
GBP	782,900	Term Loan - Second Lien, 6.33%, Maturing April 7, 2011	$	412,419
		Delta Air Lines, Inc.
	1,182,000	Term Loan - Second Lien, 3.69%, Maturing April 30, 2014		600,709
		Northwest Airlines, Inc.
	1,916,833	DIP Loan, 2.39%, Maturing August 21, 2009		1,619,723

			$	2,632,851

Automotive — 6.5%
		Accuride Corp.
	1,957,967	Term Loan, 3.94%, Maturing January 31, 2012	$	1,398,548
		Adesa, Inc.
	2,543,805	Term Loan, 3.22%, Maturing October 18, 2013		1,719,612
		Affina Group, Inc.
	1,370,985	Term Loan, 4.17%, Maturing November 30, 2011		822,591
		Allison Transmission, Inc.
	1,921,613	Term Loan, 3.17%, Maturing September 30, 2014		1,256,598
		Chrysler Financial
	2,479,934	Term Loan, 6.00%, Maturing August 1, 2014		1,512,760
		CSA Acquisition Corp.
	354,782	Term Loan, 4.00%, Maturing December 23, 2011		146,643
	886,378	Term Loan, 4.00%, Maturing December 23, 2011		366,369
	485,000	Term Loan, 4.00%, Maturing December 23, 2012		194,000
		Dayco Products, LLC
	1,728,451	Term Loan, 6.55%, Maturing June 21, 2011		583,352
		Delphi Corp.
	1,361,357	DIP Loan, 0.00%, Maturing June 30, 2009 ⁽³⁾		269,625
	138,644	DIP Loan, 9.50%, Maturing June 30, 2009		27,459
		Federal-Mogul Corp.
	1,496,389	Term Loan, 2.36%, Maturing December 27, 2014		718,267
	3,143,461	Term Loan, 2.30%, Maturing December 27, 2015		1,508,861
		Ford Motor Co.
	1,739,500	Term Loan, 5.00%, Maturing December 15, 2013		633,830


Principal
Amount*		Borrower/Tranche Description	Value

		General Motors Corp.
	3,388,381	Term Loan, 2.78%, Maturing November 29, 2013	$	1,509,242
		Goodyear Tire & Rubber Co.
	2,400,000	Term Loan - Second Lien, 2.14%, Maturing April 30, 2010		1,776,000
		HLI Operating Co., Inc.
EUR	109,091	Term Loan, 5.25%, Maturing May 30, 2014		60,062
EUR	1,862,545	Term Loan, 7.22%, Maturing May 30, 2014		1,263,946
		Keystone Automotive Operations, Inc.
	1,333,653	Term Loan, 4.71%, Maturing January 12, 2012		550,132
		LKQ Corp.
	960,003	Term Loan, 2.60%, Maturing October 12, 2014		811,203
		TriMas Corp.
	234,375	Term Loan, 4.45%, Maturing August 2, 2011		142,969
	1,985,159	Term Loan, 3.04%, Maturing August 2, 2013		1,210,947
		United Components, Inc.
	1,137,153	Term Loan, 4.39%, Maturing June 30, 2010		827,279

			$	19,310,295

Beverage and Tobacco — 0.1%
		Culligan International Co.
EUR	975,000	Term Loan - Second Lien, 8.03%, Maturing May 31, 2013	$	335,505

			$	335,505

Brokers, Dealers and Investment Houses — 0.2%
		AmeriTrade Holding Corp.
	730,172	Term Loan, 1.83%, Maturing December 31, 2012	$	685,145

			$	685,145

Building and Development — 4.6%
		Beacon Sales Acquisition, Inc.
	1,173,000	Term Loan, 3.31%, Maturing September 30, 2013	$	780,045
		Brickman Group Holdings, Inc.
	1,203,563	Term Loan, 2.41%, Maturing January 23, 2014		825,945
		Capital Automotive (REIT)
	1,232,598	Term Loan, 2.20%, Maturing December 16, 2010		507,127
		Epco/Fantome, LLC
	1,342,000	Term Loan, 3.03%, Maturing November 23, 2010		1,261,480
		Forestar USA Real Estate Group, Inc.
	1,549,657	Revolving Loan, 1.29%, Maturing December 1, 2010⁽⁴⁾		1,278,467


Principal
Amount*		Borrower/Tranche Description	Value

	1,550,000	Term Loan, 4.34%, Maturing December 1, 2010	$	1,278,750
		Hovstone Holdings, LLC
	894,412	Term Loan, 4.83%, Maturing July 1, 2009		482,803
		LNR Property Corp.
	1,144,000	Term Loan, 6.69%, Maturing July 3, 2011		615,853
		Metroflag BP, LLC
	500,000	Term Loan - Second Lien, 0.00%, Maturing June 30, 2009⁽³⁾		37,500
		Mueller Water Products, Inc.
	1,766,802	Term Loan, 2.77%, Maturing May 24, 2014		1,428,901
		NCI Building Systems, Inc.
	553,061	Term Loan, 2.18%, Maturing June 18, 2010		497,755
		November 2005 Land Investors
	304,105	Term Loan, 6.41%, Maturing May 9, 2011 ⁽²⁾		182,463
		Panolam Industries Holdings, Inc.
	1,000,288	Term Loan, 3.16%, Maturing September 30, 2012		590,170
		Re/Max International, Inc.
	685,222	Term Loan, 4.22%, Maturing December 17, 2012		483,082
	491,429	Term Loan, 8.22%, Maturing December 17, 2012		346,457
		South Edge, LLC
	787,500	Term Loan, 0.00%, Maturing October 31, 2009 ⁽³⁾		123,375
		TRU 2005 RE Holding Co.
	4,600,000	Term Loan, 3.45%, Maturing December 9, 2009		2,222,375
		United Subcontractors, Inc.
	834,057	Term Loan - Second Lien, 11.69%, Maturing June 27, 2013⁽²⁾⁽⁵⁾		33,362
		Wintergames Acquisition ULC
	886,100	Term Loan, 7.91%, Maturing April 24, 2009		580,396

			$	13,556,306

Business Equipment and Services — 12.0%
		ACCO Brands Corp.
	1,017,825	Term Loan, 7.39%, Maturing August 17, 2012	$	860,062
		Activant Solutions, Inc.
	1,170,296	Term Loan, 3.44%, Maturing May 1, 2013		570,519
		Affiliated Computer Services
	800,250	Term Loan, 2.40%, Maturing March 20, 2013		739,481
	710,428	Term Loan, 2.40%, Maturing March 20, 2013		656,481
		Affinion Group, Inc.


Principal
Amount*		Borrower/Tranche Description	Value

	2,402,406	Term Loan, 4.65%, Maturing October 17, 2012	$	1,759,763
		Allied Barton Security Service
	997,689	Term Loan, 6.75%, Maturing February 21, 2015		887,944
		Education Management, LLC
	4,666,379	Term Loan, 3.25%, Maturing June 1, 2013		3,579,112
		Info USA, Inc.
	606,375	Term Loan, 3.46%, Maturing February 14, 2012		469,941
		Intergraph Corp.
	1,000,000	Term Loan, 4.18%, Maturing May 29, 2014		811,250
	1,000,000	Term Loan - Second Lien, 8.18%, Maturing November 29, 2014		810,000
		iPayment, Inc.
	2,632,312	Term Loan, 2.96%, Maturing May 10, 2013		1,737,326
		Kronos, Inc.
	1,047,024	Term Loan, 3.71%, Maturing June 11, 2014		730,299
		Language Line, Inc.
	1,981,367	Term Loan, 4.71%, Maturing June 11, 2011		1,694,068
		Mitchell International, Inc.
	1,000,000	Term Loan - Second Lien, 6.75%, Maturing March 28, 2015		590,000
		N.E.W. Holdings I, LLC
	1,981,955	Term Loan, 4.24%, Maturing May 22, 2014		1,242,026
		Protection One, Inc.
	893,668	Term Loan, 2.66%, Maturing March 31, 2012		625,567
		Quantum Corp.
	264,563	Term Loan, 4.96%, Maturing July 12, 2014		198,422
		Quintiles Transnational Corp.
	1,700,000	Term Loan - Second Lien, 5.46%, Maturing March 31, 2014		1,232,500
		Sabre, Inc.
	6,057,297	Term Loan, 2.88%, Maturing September 30, 2014		2,774,999
		Serena Software, Inc.
	480,000	Term Loan, 3.10%, Maturing March 10, 2013		290,400
		Sitel (Client Logic)
	1,866,855	Term Loan, 6.58%, Maturing January 29, 2014		1,157,450
		Solera Holdings, LLC
EUR	742,184	Term Loan, 5.08%, Maturing May 15, 2014		665,205
		SunGard Data Systems, Inc.
	7,159,425	Term Loan, 3.71%, Maturing February 11, 2013		5,599,694
		TDS Investor Corp.


Principal
Amount*		Borrower/Tranche Description	Value

	2,345,107	Term Loan, 3.04%, Maturing August 23, 2013	$	1,360,162
	269,897	Term Loan, 3.71%, Maturing August 23, 2013		156,540
EUR	1,054,228	Term Loan, 5.22%, Maturing August 23, 2013		691,789
		Transaction Network Services, Inc.
	552,695	Term Loan, 2.43%, Maturing May 4, 2012		482,226
		Valassis Communications, Inc.
	462,880	Term Loan, 3.21%, Maturing March 2, 2014		304,922
	1,804,039	Term Loan, 3.21%, Maturing March 2, 2014		1,188,410
		WAM Acquisition, S.A.
EUR	245,946	Term Loan, 4.60%, Maturing May 4, 2014		150,107
EUR	148,939	Term Loan, 4.60%, Maturing May 4, 2014		90,901
EUR	245,946	Term Loan, 5.10%, Maturing May 4, 2015		150,107
EUR	148,939	Term Loan, 5.10%, Maturing May 4, 2015		90,901
		West Corp.
	1,386,227	Term Loan, 2.78%, Maturing October 24, 2013		996,351

			$	35,344,925

Cable and Satellite Television — 11.6%
		Atlantic Broadband Finance, LLC
	2,691,452	Term Loan, 3.71%, Maturing February 10, 2011	$	2,337,077
		Bragg Communications, Inc.
	2,123,125	Term Loan, 4.53%, Maturing August 31, 2014		1,974,506
		Bresnan Broadband Holdings, LLC
	500,000	Term Loan, 3.13%, Maturing March 29, 2014		412,500
	1,200,000	Term Loan - Second Lien, 7.60%, Maturing March 29, 2014		840,000
		Cequel Communications, LLC
	494,962	Term Loan, 2.57%, Maturing November 5, 2013		396,942
	1,550,000	Term Loan - Second Lien, 7.69%, Maturing May 5, 2014		708,350
	3,774,494	Term Loan - Second Lien, 9.13%, Maturing May 5, 2014⁽²⁾		1,796,659
		Charter Communications Operating, Inc.
	2,381,581	Term Loan, 3.44%, Maturing April 28, 2013		1,827,863
		CSC Holdings, Inc.
	2,945,100	Term Loan, 2.08%, Maturing March 29, 2013		2,664,087
		CW Media Holdings, Inc.


Principal
Amount*		Borrower/Tranche Description	Value

	617,188	Term Loan, 4.71%, Maturing February 15, 2015	$	455,176
		Foxco Acquisition Sub., LLC
	648,375	Term Loan, 7.25%, Maturing July 2, 2015		356,606
		Insight Midwest Holdings, LLC
	3,594,375	Term Loan, 2.45%, Maturing April 6, 2014		3,145,078
		Mediacom Broadband Group
	5,777,541	Term Loan, 2.06%, Maturing January 31, 2015		4,910,910
		Mediacom Illinois, LLC
	3,721,460	Term Loan, 1.81%, Maturing January 31, 2015		3,070,205
		NTL Investment Holdings, Ltd.
GBP	1,150,262	Term Loan, 5.22%, Maturing September 3, 2012		1,281,476
GBP	239,517	Term Loan, 5.80%, Maturing March 30, 2012		266,839
GBP	372,729	Term Loan, 5.89%, Maturing March 30, 2012		415,247
		Orion Cable GmbH
EUR	646,623	Term Loan, 6.81%, Maturing October 31, 2014		480,203
EUR	646,623	Term Loan, 8.41%, Maturing October 31, 2015		485,377
		ProSiebenSat.1 Media AG
EUR	409,546	Term Loan, 4.59%, Maturing March 2, 2015		51,564
EUR	11,076	Term Loan, 5.95%, Maturing June 26, 2015		6,910
EUR	272,924	Term Loan, 5.95%, Maturing June 26, 2015		170,270
EUR	409,546	Term Loan, 4.84%, Maturing March 2, 2016		51,564
EUR	359,318	Term Loan, 9.21%, Maturing March 2, 2017⁽²⁾		26,093
EUR	519,952	Term Loan - Second Lien, 5.96%, Maturing September 2, 2016		46,127
		UPC Broadband Holding B.V.
EUR	4,050,000	Term Loan, 4.64%, Maturing October 16, 2011		3,733,646
	1,950,000	Term Loan, 2.20%, Maturing December 31, 2014		1,574,625
		YPSO Holding SA
EUR	541,621	Term Loan, 4.27%, Maturing July 28, 2014		376,591
EUR	209,021	Term Loan, 4.27%, Maturing July 28, 2014		145,333
EUR	249,358	Term Loan, 4.27%, Maturing July 28, 2014		173,379

			$	34,181,203

Chemicals and Plastics — 9.1%
		AZ Chem US, Inc.


Principal
Amount*		Borrower/Tranche Description	Value

	500,000	Term Loan - Second Lien, 5.92%, Maturing February 28, 2014	$	274,375
		Brenntag Holding GmbH and Co. KG
	373,091	Term Loan, 2.33%, Maturing December 23, 2013		291,011
	1,526,909	Term Loan, 3.14%, Maturing December 23, 2013		1,190,989
	1,000,000	Term Loan - Second Lien, 5.50%, Maturing December 23, 2015		610,000
		Celanese Holdings, LLC
	4,151,063	Term Loan, 2.94%, Maturing April 2, 2014		3,410,791
		Cognis GmbH
EUR	803,279	Term Loan, 5.33%, Maturing September 15, 2013		668,537
EUR	196,721	Term Loan, 5.33%, Maturing September 15, 2013		163,723
		First Chemical Holding
EUR	965,273	Term Loan, 7.66%, Maturing December 18, 2014		534,101
		Foamex L.P.
	1,452,328	Term Loan, 4.27%, Maturing February 12, 2013		455,062
		Georgia Gulf Corp.
	656,905	Term Loan, 7.91%, Maturing October 3, 2013		336,664
		Hexion Specialty Chemicals, Inc.
	492,500	Term Loan, 3.75%, Maturing May 5, 2012		189,613
	4,429,550	Term Loan, 3.69%, Maturing May 5, 2013		1,882,559
	962,224	Term Loan, 3.75%, Maturing May 5, 2013		408,945
		INEOS Group
EUR	2,294,637	Term Loan, 8.20%, Maturing December 14, 2013		883,435
	2,199,602	Term Loan, 8.70%, Maturing December 14, 2014		866,093
	750,000	Term Loan - Second Lien, 8.46%, Maturing December 14, 2012		148,847
		Innophos, Inc.
	569,833	Term Loan, 3.41%, Maturing August 10, 2010		547,039
		Invista B.V.
	2,466,427	Term Loan, 4.50%, Maturing April 29, 2011		1,948,478
	722,194	Term Loan, 4.50%, Maturing April 29, 2011		570,534
		ISP Chemco, Inc.
	1,568,557	Term Loan, 2.81%, Maturing June 4, 2014		1,179,032
		Kleopatra
	825,000	Term Loan, 4.25%, Maturing January 3, 2016		418,000
EUR	575,000	Term Loan, 6.16%, Maturing January 3, 2016		388,361
		Kranton Polymers, LLC


Principal
Amount*		Borrower/Tranche Description	Value

	2,765,140	Term Loan, 3.44%, Maturing May 12, 2013	$	1,442,482
		Lucite International Group Holdings
	595,606	Term Loan, 3.43%, Maturing July 7, 2013		536,045
	210,910	Term Loan, 3.43%, Maturing July 7, 2013		189,819
		MacDermid, Inc.
EUR	799,130	Term Loan, 4.02%, Maturing April 12, 2014		460,443
		Millenium Inorganic Chemicals
	314,762	Term Loan, 3.71%, Maturing April 30, 2014		209,317
	975,000	Term Loan - Second Lien, 7.21%, Maturing October 31, 2014		531,375
		Momentive Performance Material
	1,685,254	Term Loan, 2.69%, Maturing December 4, 2013		1,207,766
		Propex Fabrics, Inc.
	805,029	Term Loan, 7.25%, Maturing July 31, 2012⁽²⁾		179,119
		Rockwood Specialties Group, Inc.
	3,277,181	Term Loan, 1.91%, Maturing December 10, 2012		2,890,474
		Schoeller Arca Systems Holding
EUR	443,417	Term Loan, 5.82%, Maturing November 16, 2015		334,916
EUR	412,060	Term Loan, 5.82%, Maturing November 16, 2015		311,232
EUR	144,523	Term Loan, 5.82%, Maturing November 16, 2015		109,159
		Solo Cup Co.
	581,148	Term Loan, 5.08%, Maturing February 27, 2011		506,429
		Wellman, Inc.
	2,184,998	Term Loan, 0.00%, Maturing February 10, 2009 ^{(3) (5)}		635,834

			$	26,910,599

Clothing/Textiles — 0.5%
		Hanesbrands, Inc.
	850,000	Term Loan - Second Lien, 4.91%, Maturing March 5, 2014	$	715,417
		St. John Knits International, Inc.
	528,149	Term Loan, 3.41%, Maturing March 23, 2012		356,500
		The William Carter Co.
	625,348	Term Loan, 2.03%, Maturing July 14, 2012		544,053

			$	1,615,970

Conglomerates — 5.5%
		Amsted Industries, Inc.


Principal
Amount*		Borrower/Tranche Description	Value

	1,688,753	Term Loan, 3.23%, Maturing October 15, 2010	$	1,173,684
		Blount, Inc.
	275,947	Term Loan, 2.20%, Maturing August 9, 2010		240,073
		Doncasters (Dunde HoldCo 4 Ltd.)
	427,981	Term Loan, 2.94%, Maturing July 13, 2015		296,734
	427,981	Term Loan, 3.44%, Maturing July 13, 2015		296,734
GBP	500,000	Term Loan - Second Lien, 6.56%, Maturing January 13, 2016		374,377
		GenTek, Inc.
	498,533	Term Loan, 3.33%, Maturing February 25, 2011		433,724
		Jarden Corp.
	2,128,232	Term Loan, 3.21%, Maturing January 24, 2012		1,824,959
	1,199,354	Term Loan, 3.21%, Maturing January 24, 2012		1,028,446
		Johnson Diversey, Inc.
	1,623,517	Term Loan, 5.19%, Maturing December 16, 2011		1,444,930
		Polymer Group, Inc.
	2,299,915	Term Loan, 3.35%, Maturing November 22, 2012		1,736,436
		RBS Global, Inc.
	790,203	Term Loan, 2.94%, Maturing July 19, 2013		622,285
	3,784,836	Term Loan, 3.33%, Maturing July 19, 2013		2,980,558
		RGIS Holdings, LLC
	2,815,461	Term Loan, 3.30%, Maturing April 30, 2014		1,988,420
	140,773	Term Loan, 3.96%, Maturing April 30, 2014		99,421
		The Manitowoc Company, Inc.
	1,250,000	Term Loan, 6.50%, Maturing August 21, 2014		973,438
		Vertrue, Inc.
	839,375	Term Loan, 4.46%, Maturing August 16, 2014		610,645

			$	16,124,864

Containers and Glass Products — 4.3%
		Consolidated Container Co.
	1,000,000	Term Loan - Second Lien, 5.86%, Maturing September 28, 2014	$	260,625
		Crown Americas, Inc.
	606,250	Term Loan, 2.08%, Maturing November 15, 2012		541,078
		Graham Packaging Holdings Co.
	2,180,701	Term Loan, 4.51%, Maturing October 7, 2011		1,760,310
		Graphic Packaging International, Inc.


Principal
Amount*		Borrower/Tranche Description	Value

	4,475,625	Term Loan, 3.09%, Maturing May 16, 2014	$	3,699,104
	478,069	Term Loan, 3.86%, Maturing May 16, 2014		411,588
		JSG Acquisitions
	1,845,000	Term Loan, 3.29%, Maturing December 31, 2013		1,189,256
	1,845,000	Term Loan, 3.54%, Maturing December 13, 2014		1,189,256
		Owens-Brockway Glass Container
	1,555,938	Term Loan, 1.83%, Maturing June 14, 2013		1,349,776
		Smurfit-Stone Container Corp.
	650,961	Term Loan, 2.43%, Maturing November 1, 2011		435,601
	624,071	Term Loan, 2.50%, Maturing November 1, 2011		410,327
	729,847	Term Loan, 3.78%, Maturing November 1, 2011		488,389
	1,416,758	Term Loan, 3.86%, Maturing November 1, 2011		931,519

			$	12,666,829

Cosmetics/Toiletries — 0.8%
		American Safety Razor Co.
	491,806	Term Loan, 3.56%, Maturing July 31, 2013	$	356,559
	900,000	Term Loan - Second Lien, 6.66%, Maturing July 31, 2014		598,500
		KIK Custom Products, Inc.
	975,000	Term Loan - Second Lien, 5.39%, Maturing November 30, 2014		156,000
		Prestige Brands, Inc.
	1,309,880	Term Loan, 2.66%, Maturing April 7, 2011		1,146,145

			$	2,257,204

Drugs — 1.5%
		Graceway Pharmaceuticals, LLC
	752,813	Term Loan, 4.21%, Maturing May 3, 2012	$	494,347
	1,000,000	Term Loan - Second Lien, 7.96%, Maturing May 3, 2013		320,000
	275,000	Term Loan, 9.71%, Maturing November 3, 2013		68,750
		Pharmaceutical Holdings Corp.
	340,289	Term Loan, 3.70%, Maturing January 30, 2012		284,141
		Stiefel Laboratories, Inc.
	711,731	Term Loan, 3.41%, Maturing December 28, 2013		594,295
	930,522	Term Loan, 3.41%, Maturing December 28, 2013		776,986
		Warner Chilcott Corp.


Principal
Amount*		Borrower/Tranche Description	Value

	552,878	Term Loan, 3.46%, Maturing January 18, 2012	$	496,070
	1,520,919	Term Loan, 3.46%, Maturing January 18, 2012		1,364,645

			$	4,399,234

Ecological Services and Equipment — 1.8%
		Blue Waste B.V. (AVR Acquisition)
EUR	1,000,000	Term Loan, 5.22%, Maturing April 1, 2015	$	984,308
		Cory Environmental Holdings
GBP	500,000	Term Loan - Second Lien, 8.06%, Maturing September 30, 2014		443,745
		Environmental Systems Products Holdings, Inc.
	1,165,123	Term Loan - Second Lien, 13.50%, Maturing December 12, 2010		763,855
		Kemble Water Structure, Ltd.
GBP	1,250,000	Term Loan, 10.16%, Maturing October 13, 2013		1,226,386
		Sensus Metering Systems, Inc.
	2,113,043	Term Loan, 3.13%, Maturing December 17, 2010		1,922,870

			$	5,341,164

Electronics/Electrical — 3.2%
		Aspect Software, Inc.
	1,079,500	Term Loan, 4.56%, Maturing July 11, 2011	$	561,340
	1,800,000	Term Loan - Second Lien, 9.19%, Maturing July 11, 2013		504,000
		FCI International S.A.S.
	215,870	Term Loan, 4.15%, Maturing November 1, 2013		153,807
	207,823	Term Loan, 4.15%, Maturing November 1, 2013		148,074
	207,823	Term Loan, 4.15%, Maturing November 1, 2013		148,074
	215,870	Term Loan, 4.15%, Maturing November 1, 2013		153,807
		Infor Enterprise Solutions Holdings
	2,909,093	Term Loan, 5.21%, Maturing July 28, 2012		1,716,365
	1,517,788	Term Loan, 5.21%, Maturing July 28, 2012		895,495
	500,000	Term Loan - Second Lien, 6.96%, Maturing March 2, 2014		107,500
	183,333	Term Loan - Second Lien, 7.71%, Maturing March 2, 2014		39,417
	316,667	Term Loan - Second Lien, 7.71%, Maturing March 2, 2014		71,250


Principal
Amount*		Borrower/Tranche Description	Value

		Network Solutions, LLC
	672,016	Term Loan, 3.26%, Maturing March 7, 2014	$	386,409
		Open Solutions, Inc.
	2,063,618	Term Loan, 3.26%, Maturing January 23, 2014		846,084
		Sensata Technologies Finance Co.
	2,749,747	Term Loan, 2.93%, Maturing April 27, 2013		1,438,462
		Spectrum Brands, Inc.
	55,977	Term Loan, 4.45%, Maturing March 30, 2013		34,846
	1,134,678	Term Loan, 5.90%, Maturing March 30, 2013		706,337
		VeriFone, Inc.
	713,000	Term Loan, 3.16%, Maturing October 31, 2013		538,315
		Vertafore, Inc.
	1,213,258	Term Loan, 4.66%, Maturing January 31, 2012		916,010

			$	9,365,592

Equipment Leasing — 0.5%
		AWAS Capital, Inc.
	1,686,314	Term Loan - Second Lien, 7.50%, Maturing March 22, 2013	$	653,447
		The Hertz Corp.
	1,083,570	Term Loan, 2.15%, Maturing December 21, 2012		696,194
	14,807	Term Loan, 3.28%, Maturing December 21, 2012		9,513

			$	1,359,154

Farming/Agriculture — 0.7%
		BF Bolthouse HoldCo, LLC
	1,150,000	Term Loan - Second Lien, 5.91%, Maturing December 16, 2013	$	704,375
		Central Garden & Pet Co.
	1,868,204	Term Loan, 1.89%, Maturing February 28, 2014		1,291,396

			$	1,995,771

Financial Intermediaries — 2.6%
		Citco III, Ltd.
	2,642,561	Term Loan, 3.58%, Maturing June 30, 2014	$	1,691,239
		Grosvenor Capital Management
	1,449,911	Term Loan, 3.07%, Maturing December 5, 2013		768,453
		INVESTools, Inc.
	384,000	Term Loan, 3.66%, Maturing August 13, 2012		322,560
		Jupiter Asset Management Group
GBP	418,271	Term Loan, 5.29%, Maturing June 30, 2015		313,990


Principal
Amount*		Borrower/Tranche Description	Value

		LPL Holdings, Inc.
	4,020,976	Term Loan, 2.79%, Maturing December 18, 2014	$	2,895,103
		Nuveen Investments, Inc.
	1,463,938	Term Loan, 3.78%, Maturing November 2, 2014		706,350
		Oxford Acquisition III, Ltd.
	902,908	Term Loan, 2.88%, Maturing May 24, 2014		381,930
		RJO Holdings Corp. (RJ O’Brien)
	469,063	Term Loan, 3.43%, Maturing July 31, 2014		218,114
		Travelex America Holdings, Inc.
	375,000	Term Loan, 5.93%, Maturing October 31, 2013		226,250
	375,000	Term Loan, 6.43%, Maturing October 31, 2014		226,250

			$	7,750,239

Food Products — 3.6%
		Acosta, Inc.
	3,024,333	Term Loan, 2.66%, Maturing July 28, 2013	$	2,253,128
		Advantage Sales & Marketing, Inc.
	737,495	Term Loan, 2.70%, Maturing March 29, 2013		540,215
		Black Lion Beverages III B.V.
EUR	147,059	Term Loan, 4.16%, Maturing December 31, 2013		115,116
EUR	852,941	Term Loan, 6.44%, Maturing December 31, 2014		667,674
		Dean Foods Co.
	3,406,650	Term Loan, 2.95%, Maturing April 2, 2014		3,081,124
		Pinnacle Foods Finance, LLC
	725,970	Term Loan, 3.20%, Maturing April 2, 2014		572,912
		Provimi Group SA
	252,404	Term Loan, 2.66%, Maturing June 28, 2015		171,004
	205,103	Term Loan, 2.66%, Maturing June 28, 2015		138,957
EUR	457,186	Term Loan, 4.02%, Maturing June 28, 2015		396,595
EUR	265,285	Term Loan, 4.02%, Maturing June 28, 2015		230,127
EUR	438,752	Term Loan, 4.02%, Maturing June 28, 2015		380,604
EUR	598,067	Term Loan, 4.02%, Maturing June 28, 2015		518,806
EUR	24,182	Term Loan - Second Lien, 6.02%, Maturing June 28, 2015		11,611
	282,126	Term Loan - Second Lien, 2.45%, Maturing December 28, 2016⁽⁴⁾		105,797


Principal
Amount*		Borrower/Tranche Description	Value

EUR	697,446	Term Loan - Second Lien, 2.86%, Maturing December 28, 2016⁽⁴⁾	$	334,879
		Reddy Ice Group, Inc.
	1,970,000	Term Loan, 2.09%, Maturing August 9, 2012		1,142,600

			$	10,661,149

Food Service — 2.5%
		AFC Enterprises, Inc.
	429,511	Term Loan, 3.75%, Maturing May 23, 2009	$	347,904
		Aramark Corp.
GBP	980,000	Term Loan, 5.00%, Maturing January 27, 2014		1,157,476
		Buffets, Inc.
	1,108,550	DIP Loan, 19.00%, Maturing April 30, 2009		1,080,837
	464,102	Term Loan, 7.66%, Maturing April 30, 2009 ⁽²⁾		143,872
	46,238	Term Loan, 7.66%, Maturing April 30, 2009 ⁽²⁾		14,334
	140,269	Term Loan, 8.81%, Maturing May 1, 2013		29,690
	965,370	Term Loan, 7.66%, Maturing November 1, 2013 ⁽²⁾		204,337
		CBRL Group, Inc.
	1,737,579	Term Loan, 4.70%, Maturing April 27, 2013		1,303,184
		NPC International, Inc.
	373,356	Term Loan, 2.76%, Maturing May 3, 2013		302,418
		OSI Restaurant Partners, LLC
	185,739	Term Loan, 4.35%, Maturing May 9, 2013		86,253
	2,157,477	Term Loan, 2.69%, Maturing May 9, 2014		1,001,878
		QCE Finance, LLC
	1,222,425	Term Loan, 3.75%, Maturing May 5, 2013		688,050
	950,000	Term Loan - Second Lien, 7.22%, Maturing November 5, 2013		382,375
		Sagittarius Restaurants, LLC
	357,983	Term Loan, 9.50%, Maturing March 29, 2013		128,874
		Selecta
EUR	741,246	Term Loan - Second Lien, 7.04%, Maturing December 28, 2015		462,682

			$	7,334,164

Food/Drug Retailers — 4.7%
		General Nutrition Centers, Inc.
	3,405,478	Term Loan, 3.71%, Maturing September 16, 2013	$	2,332,752
		Iceland Foods Group, Ltd.


Principal
Amount*		Borrower/Tranche Description	Value

GBP	1,250,000	Term Loan, 3.35%, Maturing May 2, 2014	$	1,553,361
GBP	1,250,000	Term Loan, 4.10%, Maturing May 2, 2015		1,553,361
		Pantry, Inc. (The)
	781,298	Term Loan, 2.16%, Maturing May 15, 2014		595,740
	224,928	Term Loan, 2.16%, Maturing May 15, 2014		171,507
		Rite Aid Corp.
	6,352,000	Term Loan, 2.14%, Maturing June 1, 2014		4,001,760
	1,072,313	Term Loan, 6.00%, Maturing June 4, 2014		772,065
		Roundy’s Supermarkets, Inc.
	3,356,645	Term Loan, 3.19%, Maturing November 3, 2011		2,756,645

			$	13,737,191

Forest Products — 2.7%
		Appleton Papers, Inc.
	1,329,750	Term Loan, 3.54%, Maturing June 5, 2014	$	987,339
		Georgia-Pacific Corp.
	6,288,739	Term Loan, 4.10%, Maturing December 20, 2012		5,443,690
		Newpage Corp.
	1,485,000	Term Loan, 5.31%, Maturing December 5, 2014		863,776
		Xerium Technologies, Inc.
	1,235,160	Term Loan, 6.96%, Maturing May 18, 2012		685,514

			$	7,980,319

Healthcare — 16.8%
		Accellent, Inc.
	2,301,576	Term Loan, 4.70%, Maturing November 22, 2012	$	1,772,214
		Advanced Medical Optics, Inc.
	982,704	Term Loan, 4.38%, Maturing April 2, 2014		948,309
		Alliance Imaging, Inc.
	479,714	Term Loan, 4.11%, Maturing December 29, 2011		416,152
		American Medical Systems
	1,065,722	Term Loan, 2.69%, Maturing July 20, 2012		927,178
		AMN Healthcare, Inc.
	256,503	Term Loan, 3.21%, Maturing November 2, 2011		227,005
		AMR HoldCo, Inc.
	1,098,982	Term Loan, 4.17%, Maturing February 10, 2012		972,599
		Biomet, Inc.
	1,791,714	Term Loan, 4.46%, Maturing December 26, 2014		1,601,095
EUR	1,209,688	Term Loan, 5.96%, Maturing December 26, 2014		1,386,251


Principal
Amount*		Borrower/Tranche Description	Value

		Bright Horizons Family Solutions, Inc.
	945,250	Term Loan, 7.50%, Maturing May 15, 2015	$	646,315
		Capio AB
EUR	169,803	Term Loan, 4.50%, Maturing April 24, 2015		161,975
EUR	204,134	Term Loan, 4.50%, Maturing April 24, 2015		194,723
EUR	169,803	Term Loan, 4.63%, Maturing April 16, 2016		161,975
EUR	152,245	Term Loan, 4.63%, Maturing April 24, 2016		145,226
		Cardinal Health 409, Inc.
	4,225,762	Term Loan, 3.71%, Maturing April 10, 2014		2,686,879
		Carestream Health, Inc.
	2,805,237	Term Loan, 2.84%, Maturing April 30, 2013		2,192,761
	1,000,000	Term Loan - Second Lien, 7.00%, Maturing October 30, 2013		311,250
		Carl Zeiss Vision Holding GmbH
	1,300,000	Term Loan, 2.91%, Maturing March 23, 2015		608,400
		Community Health Systems, Inc.
	336,496	Term Loan, 2.95%, Maturing July 25, 2014		286,148
	6,576,953	Term Loan, 4.45%, Maturing July 25, 2014		5,592,876
		Concentra, Inc.
	600,000	Term Loan - Second Lien, 6.96%, Maturing June 25, 2015		132,000
		ConMed Corp.
	469,639	Term Loan, 1.91%, Maturing April 13, 2013		394,497
		Convatec Cidron Healthcare B
EUR	750,000	Term Loan, 6.02%, Maturing July 30, 2016		894,279
		CRC Health Corp.
	488,750	Term Loan, 3.71%, Maturing February 6, 2013		313,615
	486,306	Term Loan, 3.71%, Maturing February 6, 2013		312,047
		Dako EQT Project Delphi
	500,000	Term Loan - Second Lien, 5.21%, Maturing December 12, 2016		162,500
		DaVita, Inc.
	547,997	Term Loan, 2.32%, Maturing October 5, 2012		504,353
		DJO Finance, LLC
	792,000	Term Loan, 3.88%, Maturing May 15, 2014		645,480
		Fenwal, Inc.
	500,000	Term Loan - Second Lien, 7.45%, Maturing August 28, 2014		175,000


Principal
Amount*		Borrower/Tranche Description	Value

		Fresenius Medical Care Holdings
	495,377	Term Loan, 2.85%, Maturing March 31, 2013	$	449,378
		Hanger Orthopedic Group, Inc.
	703,142	Term Loan, 2.42%, Maturing May 30, 2013		625,797
		HCA, Inc.
	4,143,336	Term Loan, 3.71%, Maturing November 18, 2013		3,437,556
		Health Management Association, Inc.
	3,222,500	Term Loan, 3.21%, Maturing February 28, 2014		2,313,294
		HealthSouth Corp.
	2,380,261	Term Loan, 4.43%, Maturing March 10, 2013		2,092,647
		Iasis Healthcare, LLC
	290,670	Term Loan, 2.41%, Maturing March 14, 2014		249,976
	840,006	Term Loan, 2.41%, Maturing March 14, 2014		722,405
	77,901	Term Loan, 2.42%, Maturing March 14, 2014		66,995
		Ikaria Acquisition, Inc.
	529,855	Term Loan, 3.42%, Maturing March 28, 2013		426,533
		IM U.S. Holdings, LLC
	989,950	Term Loan, 2.84%, Maturing June 26, 2014		853,832
	625,000	Term Loan - Second Lien, 4.69%, Maturing June 26, 2015		435,938
		Invacare Corp.
	635,500	Term Loan, 3.28%, Maturing February 12, 2013		517,933
		LifePoint Hospitals, Inc.
	2,063,187	Term Loan, 3.82%, Maturing April 15, 2012		1,856,868
		MultiPlan Merger Corp.
	1,519,193	Term Loan, 2.94%, Maturing April 12, 2013		1,157,120
	1,085,474	Term Loan, 2.94%, Maturing April 12, 2013		826,770
		Mylan, Inc.
	588,000	Term Loan, 4.54%, Maturing October 2, 2014		539,490
		National Mentor Holdings, Inc.
	1,012,440	Term Loan, 3.46%, Maturing June 29, 2013		658,086
	61,600	Term Loan, 4.59%, Maturing June 29, 2013		40,040
		National Rental Institutes, Inc.
	811,175	Term Loan, 3.75%, Maturing March 31, 2013		456,286
		Physiotherapy Associates, Inc.
	752,254	Term Loan, 7.50%, Maturing June 27, 2013		441,949


Principal
Amount*		Borrower/Tranche Description	Value

		RadNet Management, Inc.
	539,004	Term Loan, 6.45%, Maturing November 15, 2012	$	431,203
		ReAble Therapeutics Finance, LLC
	2,586,200	Term Loan, 3.46%, Maturing November 16, 2013		2,237,063
		Renal Advantage, Inc.
	869	Term Loan, 4.50%, Maturing October 5, 2012		700
		Select Medical Holdings Corp.
	2,116,315	Term Loan, 4.15%, Maturing February 24, 2012		1,677,180
		Sunrise Medical Holdings, Inc.
	415,576	Term Loan, 5.15%, Maturing May 13, 2010		233,762
		Vanguard Health Holding Co., LLC
	2,149,636	Term Loan, 3.27%, Maturing September 23, 2011		1,856,211
		Viant Holdings, Inc.
	517,125	Term Loan, 3.71%, Maturing June 25, 2014		266,319

			$	49,644,433

Home Furnishings — 2.4%
		Hunter Fan Co.
	428,252	Term Loan, 4.74%, Maturing April 16, 2014	$	240,892
		Interline Brands, Inc.
	978,179	Term Loan, 2.04%, Maturing June 23, 2013		626,035
	679,130	Term Loan, 2.04%, Maturing June 23, 2013		434,643
		National Bedding Co., LLC
	1,479,899	Term Loan, 3.01%, Maturing August 31, 2011		677,054
	2,050,000	Term Loan - Second Lien, 5.39%, Maturing August 31, 2012		744,833
		Sealy Mattress Co.
	2,700,000	Term Loan, 6.47%, Maturing August 25, 2011		2,281,500
		Simmons Co.
	2,799,380	Term Loan, 9.51%, Maturing December 19, 2011		2,127,529
	1,000,000	Term Loan, 8.35%, Maturing February 15, 2012		60,000

			$	7,192,486

Industrial Equipment — 4.1%
		Brand Energy and Infrastructure Services, Inc.
	790,000	Term Loan, 4.74%, Maturing February 7, 2014	$	462,150
		CEVA Group PLC U.S.
	3,491,836	Term Loan, 3.39%, Maturing January 4, 2014		2,019,444


Principal
Amount*		Borrower/Tranche Description	Value

	2,252,452	Term Loan, 3.41%, Maturing January 4, 2014	$	1,302,667
	1,005,694	Term Loan, 4.46%, Maturing January 4, 2014		581,626
		EPD Holdings (Goodyear Engineering Products)
	146,953	Term Loan, 2.93%, Maturing July 13, 2014		72,987
	1,026,074	Term Loan, 2.93%, Maturing July 13, 2014		509,617
	775,000	Term Loan - Second Lien, 6.17%, Maturing July 13, 2015		162,750
		FR Brand Acquisition Corp.
	736,875	Term Loan, 3.75%, Maturing February 7, 2014		455,020
		Generac Acquisition Corp.
	1,762,302	Term Loan, 2.94%, Maturing November 7, 2013		964,861
	500,000	Term Loan - Second Lien, 6.44%, Maturing April 7, 2014		143,542
		Gleason Corp.
	568,403	Term Loan, 3.66%, Maturing June 30, 2013		460,407
	138,408	Term Loan, 3.66%, Maturing June 30, 2013		112,111
		Jason, Inc.
	405,055	Term Loan, 3.97%, Maturing April 30, 2010		293,665
		John Maneely Co.
	2,688,219	Term Loan, 4.44%, Maturing December 8, 2013		1,491,962
		KION Group GmbH
	250,000	Term Loan, 2.41%, Maturing December 23, 2014		101,250
	250,000	Term Loan, 2.91%, Maturing December 23, 2015		101,250
		Polypore, Inc.
	2,979,625	Term Loan, 2.45%, Maturing July 3, 2014		2,011,247
		Sequa Corp.
	795,043	Term Loan, 3.69%, Maturing November 30, 2014		498,094
		TFS Acquisition Corp.
	684,250	Term Loan, 4.96%, Maturing August 11, 2013		307,913

			$	12,052,563

Insurance — 3.3%
		AmWINS Group, Inc.
	992,443	Term Loan, 3.88%, Maturing June 8, 2013	$	580,579
	500,000	Term Loan - Second Lien, 5.84%, Maturing June 8, 2014		162,500
		Applied Systems, Inc.
	1,240,466	Term Loan, 3.92%, Maturing September 26, 2013		948,956
		CCC Information Services Group, Inc.
	1,570,829	Term Loan, 3.72%, Maturing February 10, 2013		1,115,289


Principal
Amount*		Borrower/Tranche Description	Value

		Conseco, Inc.
	3,451,319	Term Loan, 2.39%, Maturing October 10, 2013	$	2,234,729
		Crawford & Company
	1,218,500	Term Loan, 3.96%, Maturing October 31, 2013		1,005,263
		Crump Group, Inc.
	859,467	Term Loan, 3.41%, Maturing August 4, 2014		541,465
		Hub International Holdings, Inc.
	500,778	Term Loan, 3.96%, Maturing June 13, 2014		371,827
	2,228,521	Term Loan, 3.96%, Maturing June 13, 2014		1,654,677
		U.S.I. Holdings Corp.
	1,822,250	Term Loan, 4.21%, Maturing May 4, 2014		1,056,905

			$	9,672,190

Leisure Goods/Activities/Movies — 11.1%
		24 Hour Fitness Worldwide, Inc.
	1,628,938	Term Loan, 3.43%, Maturing June 8, 2012	$	1,009,941
		AMC Entertainment, Inc.
	2,811,077	Term Loan, 2.14%, Maturing January 26, 2013		2,486,631
		AMF Bowling Worldwide, Inc.
	1,000,000	Term Loan - Second Lien, 8.44%, Maturing December 8, 2013		150,000
		Bombardier Recreational Products
	1,822,785	Term Loan, 4.22%, Maturing June 28, 2013		861,266
		Butterfly Wendel US, Inc.
	287,796	Term Loan, 3.19%, Maturing June 22, 2013		186,708
	287,890	Term Loan, 2.69%, Maturing June 22, 2014		186,768
		Carmike Cinemas, Inc.
	723,511	Term Loan, 5.19%, Maturing May 19, 2012		552,280
	989,744	Term Loan, 6.13%, Maturing May 19, 2012		755,504
		Cedar Fair, L.P.
	1,460,043	Term Loan, 2.41%, Maturing August 30, 2012		1,110,849
		Cinemark, Inc.
	3,531,677	Term Loan, 2.53%, Maturing October 5, 2013		3,180,275
		Deluxe Entertainment Services
	1,065,018	Term Loan, 3.58%, Maturing January 28, 2011		548,484
	59,055	Term Loan, 3.71%, Maturing January 28, 2011		30,413
	104,273	Term Loan, 3.71%, Maturing January 28, 2011		53,701
		Easton-Bell Sports, Inc.


Principal
Amount*		Borrower/Tranche Description	Value

	1,230,786	Term Loan, 2.92%, Maturing March 16, 2012	$	898,474
		Fender Musical Instruments Corp.
	333,885	Term Loan, 2.66%, Maturing June 9, 2014		208,678
	657,759	Term Loan, 3.71%, Maturing June 9, 2014		411,100
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp.
	9,000	DIP Loan, 0.00%, Maturing March 31, 2010 ^{(4) (5)}		9,000
		Mega Blocks, Inc.
	1,592,250	Term Loan, 8.75%, Maturing July 26, 2012		358,256
		Metro-Goldwyn-Mayer Holdings, Inc.
	7,835,864	Term Loan, 4.22%, Maturing April 8, 2012		3,612,333
		National CineMedia, LLC
	2,750,000	Term Loan, 3.75%, Maturing February 13, 2015		1,752,143
		Regal Cinemas Corp.
	4,447,474	Term Loan, 5.21%, Maturing November 10, 2010		4,047,201
		Revolution Studios Distribution Co., LLC
	1,034,388	Term Loan, 4.16%, Maturing December 21, 2014		682,696
	800,000	Term Loan, 7.41%, Maturing June 21, 2015		128,000
		Six Flags Theme Parks, Inc.
	1,107,813	Term Loan, 2.92%, Maturing April 30, 2015		772,700
		Southwest Sports Group, LLC
	1,875,000	Term Loan, 4.00%, Maturing December 22, 2010		1,453,125
		Ticketmaster
	1,750,000	Term Loan, 6.64%, Maturing July 22, 2014		1,295,000
		Universal City Development Partners, Ltd.
	1,721,345	Term Loan, 6.00%, Maturing June 9, 2011		1,583,638
		WMG Acquisition Corp.
	875,000	Revolving Loan, 0.00%, Maturing February 28, 2010 ⁽⁴⁾		682,500
	3,336,120	Term Loan, 3.34%, Maturing February 28, 2011		2,798,171
		Zuffa, LLC
	1,355,020	Term Loan, 2.44%, Maturing June 20, 2016		992,552

			$	32,798,387

Lodging and Casinos — 1.8%
		Ameristar Casinos, Inc.
	1,067,000	Term Loan, 2.41%, Maturing November 10, 2012	$	650,870


Principal
Amount*		Borrower/Tranche Description	Value

		LodgeNet Entertainment Corp.
	2,191,345	Term Loan, 3.46%, Maturing April 4, 2014	$	1,150,456
		New World Gaming Partners, Ltd.
	1,010,625	Term Loan, 3.94%, Maturing June 30, 2014		466,151
	204,167	Term Loan, 3.94%, Maturing June 30, 2014		94,172
		Penn National Gaming, Inc.
	371,939	Term Loan, 2.77%, Maturing October 3, 2012		337,302
		Venetian Casino Resort/Las Vegas Sands, Inc.
	860,675	Term Loan, 2.16%, Maturing May 14, 2014		425,427
	3,408,100	Term Loan, 2.16%, Maturing May 23, 2014		1,684,607
		Wimar OpCo, LLC
	1,883,308	Term Loan, 6.50%, Maturing January 3, 2012		555,576

			$	5,364,561

Nonferrous Metals/Minerals — 2.1%
		Alpha Natural Resources, LLC
	815,937	Term Loan, 3.00%, Maturing October 26, 2012	$	744,543
		Euramax International, Inc.
	583,289	Term Loan, 8.75%, Maturing June 28, 2012		226,025
	503,822	Term Loan - Second Lien, 11.00%, Maturing June 28, 2013		100,764
	249,928	Term Loan - Second Lien, 11.00%, Maturing June 28, 2013		49,986
		Murray Energy Corp.
	895,125	Term Loan, 6.94%, Maturing January 28, 2010		796,661
		Noranda Aluminum Acquisition
	2,230,769	Term Loan, 4.24%, Maturing May 18, 2014		1,265,961
		Novelis, Inc.
	623,320	Term Loan, 3.46%, Maturing June 28, 2014		397,678
	1,371,305	Term Loan, 3.46%, Maturing June 28, 2014		874,892
		Oxbow Carbon and Mineral Holdings
	210,322	Term Loan, 2.41%, Maturing May 8, 2014		144,465
	2,349,282	Term Loan, 2.81%, Maturing May 8, 2014		1,613,663

			$	6,214,638

Oil and Gas — 2.6%
		Atlas Pipeline Partners, L.P.


Principal
Amount*		Borrower/Tranche Description	Value

	1,500,000	Term Loan, 3.16%, Maturing July 20, 2014	$	1,275,000
		Big West Oil, LLC
	398,750	Term Loan, 4.50%, Maturing May 1, 2014		189,406
	317,188	Term Loan, 4.50%, Maturing May 1, 2014		150,664
		Dresser, Inc.
	1,431,601	Term Loan, 4.41%, Maturing May 4, 2014		1,039,254
	1,000,000	Term Loan - Second Lien, 7.99%, Maturing May 4, 2015		495,000
		Dynegy Holdings, Inc.
	1,385,342	Term Loan, 1.91%, Maturing April 2, 2013		1,174,077
	112,661	Term Loan, 1.91%, Maturing April 2, 2013		95,480
		Enterprise GP Holdings, L.P.
	1,113,750	Term Loan, 3.25%, Maturing October 31, 2014		1,013,513
		Niska Gas Storage
	46,882	Term Loan, 2.08%, Maturing May 13, 2011		37,037
	65,273	Term Loan, 2.09%, Maturing May 13, 2011		51,566
	96,359	Term Loan, 4.85%, Maturing May 13, 2011		76,124
	597,100	Term Loan, 4.85%, Maturing May 12, 2013		471,709
		Targa Resources, Inc.
	1,365,968	Term Loan, 3.46%, Maturing October 31, 2012		965,284
	949,954	Term Loan, 5.93%, Maturing October 31, 2012		671,301

			$	7,705,415

Publishing — 8.9%
		American Media Operations, Inc.
	4,165,712	Term Loan, 3.95%, Maturing January 31, 2013	$	2,499,427
		Aster Zweite Beteiligungs GmbH
	775,000	Term Loan, 6.13%, Maturing September 27, 2013		375,875
		CanWest MediaWorks, Ltd.
	788,000	Term Loan, 4.20%, Maturing July 10, 2014		447,190
		Dex Media West, LLC
	2,370,000	Term Loan, 7.00%, Maturing October 24, 2014		1,303,500
		GateHouse Media Operating, Inc.
	871,739	Term Loan, 2.57%, Maturing August 28, 2014		225,926
	675,000	Term Loan, 2.66%, Maturing August 28, 2014		174,938
	2,078,261	Term Loan, 4.20%, Maturing August 28, 2014		538,617
		Idearc, Inc.


Principal
Amount*		Borrower/Tranche Description	Value

	10,295,197	Term Loan, 3.42%, Maturing November 17, 2014	$	3,575,007
		Laureate Education, Inc.
	350,720	Term Loan, 4.41%, Maturing August 17, 2014		217,885
	2,343,625	Term Loan, 4.41%, Maturing August 17, 2014		1,455,977
		Local Insight Regatta Holdings, Inc.
	1,691,500	Term Loan, 7.75%, Maturing April 23, 2015		803,463
		MediaNews Group, Inc.
	703,000	Term Loan, 4.66%, Maturing August 2, 2013		236,208
		Mediannuaire Holding
EUR	500,000	Term Loan - Second Lien, 6.66%, Maturing April 10, 2016		88,561
		Merrill Communications, LLC
	1,273,965	Term Loan, 4.32%, Maturing February 9, 2009		872,666
	1,000,000	Term Loan - Second Lien, 8.70%, Maturing November 15, 2013		300,000
		Nebraska Book Co., Inc.
	1,380,374	Term Loan, 6.38%, Maturing March 4, 2011		1,021,477
		Nelson Education, Ltd.
	493,750	Term Loan, 3.96%, Maturing July 5, 2014		283,906
		Nielsen Finance, LLC
	784,545	Term Loan, 3.88%, Maturing August 9, 2013		627,636
		Philadelphia Newspapers, LLC
	708,076	Term Loan, 0.00%, Maturing June 29, 2013 ⁽³⁾		118,013
		R.H. Donnelley Corp.
	2,802,577	Term Loan, 6.75%, Maturing June 30, 2010		1,824,010
		Reader’s Digest Association, Inc. (The)
	3,242,250	Term Loan, 3.61%, Maturing March 2, 2014		1,296,900
		SGS International, Inc.
	633,572	Term Loan, 4.14%, Maturing December 30, 2011		411,822
		Source Interlink Companies, Inc.
	1,984,887	Term Loan, 5.45%, Maturing August 1, 2014		1,081,763
		Trader Media Corp.
GBP	2,334,000	Term Loan, 3.78%, Maturing March 23, 2015		1,481,225
		Tribune Co.
	1,546,802	Term Loan, 0.00%, Maturing May 17, 2009 ⁽³⁾		434,651
	1,989,950	Term Loan, 0.00%, Maturing May 17, 2014 ⁽³⁾		440,276
	1,935,388	Term Loan, 0.00%, Maturing May 17, 2014 ⁽³⁾		541,218


Principal
Amount*		Borrower/Tranche Description	Value

		Xsys, Inc.
	1,856,807	Term Loan, 6.13%, Maturing September 27, 2013	$	900,552
	1,896,271	Term Loan, 6.13%, Maturing September 27, 2014		919,691
		Yell Group, PLC
	2,600,000	Term Loan, 3.41%, Maturing February 10, 2013		1,629,334

			$	26,127,714

Radio and Television — 6.3%
		Block Communications, Inc.
	824,500	Term Loan, 3.46%, Maturing December 22, 2011	$	692,580
		Citadel Broadcasting Corp.
	1,000,000	Term Loan, 2.17%, Maturing June 12, 2014		425,000
		CMP KC, LLC
	963,688	Term Loan, 4.41%, Maturing May 5, 2013		551,133
		CMP Susquehanna Corp.
	1,315,000	Term Loan, 2.42%, Maturing May 5, 2013		387,925
		Emmis Operating Co.
	765,911	Term Loan, 3.07%, Maturing November 2, 2013		337,001
		Gray Television, Inc.
	1,092,194	Term Loan, 2.52%, Maturing January 19, 2015		484,205
		HIT Entertainment, Inc.
	750,335	Term Loan, 4.96%, Maturing March 20, 2012		339,526
		NEP II, Inc.
	614,056	Term Loan, 2.66%, Maturing February 16, 2014		460,542
		Nexstar Broadcasting, Inc.
	1,772,066	Term Loan, 3.21%, Maturing October 1, 2012		1,045,519
	1,676,608	Term Loan, 3.21%, Maturing October 1, 2012		989,198
		NextMedia Operating, Inc.
	68,108	Term Loan, 5.12%, Maturing November 15, 2012		35,586
	153,244	Term Loan, 5.17%, Maturing November 15, 2012		80,070
		PanAmSat Corp.
	2,460,077	Term Loan, 3.93%, Maturing January 3, 2014		2,129,723
	2,459,332	Term Loan, 3.93%, Maturing January 3, 2014		2,129,078
	2,459,332	Term Loan, 3.93%, Maturing January 3, 2014		2,129,078
		Paxson Communications Corp.
	2,500,000	Term Loan, 4.34%, Maturing January 15, 2012		987,500
		Raycom TV Broadcasting, LLC


Principal
Amount*		Borrower/Tranche Description	Value

	875,000	Term Loan, 1.94%, Maturing June 25, 2014	$	656,250
		SFX Entertainment
	1,059,626	Term Loan, 4.26%, Maturing June 21, 2013		778,825
		Sirius Satellite Radio, Inc.
	493,750	Term Loan, 2.69%, Maturing December 19, 2012		357,969
		Univision Communications, Inc.
	3,889,375	Term Loan - Second Lien, 2.91%, Maturing March 29, 2009		3,403,203
		Young Broadcasting, Inc.
	709,275	Term Loan, 5.24%, Maturing November 3, 2012		283,119

			$	18,683,030

Rail Industries — 1.1%
		Kansas City Southern Railway Co.
	1,974,375	Term Loan, 3.10%, Maturing April 26, 2013	$	1,740,741
		Rail America, Inc.
	94,240	Term Loan, 5.44%, Maturing August 14, 2009		86,230
	1,455,760	Term Loan, 5.44%, Maturing August 13, 2010		1,332,020

			$	3,158,991

Retailers (Except Food and Drug) — 4.1%
		American Achievement Corp.
	255,161	Term Loan, 2.59%, Maturing March 25, 2011	$	188,819
		Amscan Holdings, Inc.
	491,250	Term Loan, 3.93%, Maturing May 25, 2013		335,278
		Claire’s Stores, Inc.
	344,750	Term Loan, 3.48%, Maturing May 24, 2014		126,791
		Cumberland Farms, Inc.
	1,532,628	Term Loan, 2.90%, Maturing September 29, 2013		1,256,755
		Educate, Inc.
	500,000	Term Loan - Second Lien, 6.71%, Maturing June 14, 2014		125,000
		FTD, Inc.
	1,446,375	Term Loan, 6.75%, Maturing July 31, 2014		1,251,114
		Harbor Freight Tools USA, Inc.
	637,307	Term Loan, 9.75%, Maturing July 15, 2010		398,317
		Josten’s Corp.
	1,509,741	Term Loan, 2.45%, Maturing October 4, 2011		1,321,024
		Orbitz Worldwide, Inc.
	1,165,250	Term Loan, 4.24%, Maturing July 25, 2014		518,536


Principal
Amount*		Borrower/Tranche Description	Value

		Oriental Trading Co., Inc.
	1,125,000	Term Loan - Second Lien, 6.41%, Maturing January 31, 2013	$	289,688
	2,560,678	Term Loan, 3.98%, Maturing July 31, 2013		1,433,980
		Rover Acquisition Corp.
	2,205,000	Term Loan, 3.55%, Maturing October 26, 2013		1,775,025
		Savers, Inc.
	334,930	Term Loan, 3.20%, Maturing August 11, 2012		281,341
	366,425	Term Loan, 3.20%, Maturing August 11, 2012		307,797
		The Yankee Candle Company, Inc.
	3,123,519	Term Loan, 3.40%, Maturing February 6, 2014		1,717,936
		Vivarte
EUR	740,094	Term Loan, 4.45%, Maturing May 29, 2015		431,165
EUR	740,094	Term Loan, 4.95%, Maturing May 29, 2016		431,165

			$	12,189,731

Steel — 0.6%
		Algoma Acquisition Corp.
	1,040,806	Term Loan, 2.95%, Maturing June 20, 2013	$	668,718
		Niagara Corp.
	1,999,575	Term Loan, 5.46%, Maturing June 29, 2014		1,049,777

			$	1,718,495

Surface Transport — 0.5%
		Gainey Corp.
	1,217,425	Term Loan, 0.00%, Maturing April 20, 2012 ⁽³⁾	$	150,961
		Oshkosh Truck Corp.
	825,221	Term Loan, 2.89%, Maturing December 6, 2013		576,623
		Ozburn-Hessey Holding Co., LLC
	483,192	Term Loan, 4.16%, Maturing August 9, 2012		374,474
		Swift Transportation Co., Inc.
	805,814	Term Loan, 5.49%, Maturing May 10, 2014		369,416

			$	1,471,474

Telecommunications — 6.8%
		Alaska Communications Systems Holdings, Inc.
	985,347	Term Loan, 3.21%, Maturing February 1, 2012	$	846,578
		Asurion Corp.
	1,900,000	Term Loan, 4.33%, Maturing July 13, 2012		1,387,000


Principal
Amount*		Borrower/Tranche Description	Value

	1,000,000	Term Loan - Second Lien, 6.86%, Maturing January 13, 2013	$	560,000
		Centennial Cellular Operating Co., LLC
	4,445,833	Term Loan, 3.51%, Maturing February 9, 2011		4,328,437
		CommScope, Inc.
	1,961,597	Term Loan, 3.68%, Maturing November 19, 2014		1,672,261
		FairPoint Communications, Inc.
	4,425,000	Term Loan, 5.75%, Maturing March 31, 2015		2,771,156
		Intelsat Subsidiary Holding Co.
	953,063	Term Loan, 3.93%, Maturing July 3, 2013		845,247
		Iowa Telecommunications Services
	1,616,000	Term Loan, 3.09%, Maturing November 23, 2011		1,393,800
		IPC Systems, Inc.
	500,000	Term Loan - Second Lien, 6.75%, Maturing May 31, 2015		95,834
		Macquarie UK Broadcast Ventures, Ltd.
GBP	754,894	Term Loan, 3.59%, Maturing December 26, 2014		696,053
		NTelos, Inc.
	1,159,783	Term Loan, 2.66%, Maturing August 24, 2011		1,041,630
		Palm, Inc.
	765,313	Term Loan, 3.91%, Maturing April 24, 2014		355,870
		Stratos Global Corp.
	987,000	Term Loan, 3.95%, Maturing February 13, 2012		848,820
		Trilogy International Partners
	850,000	Term Loan, 4.96%, Maturing June 29, 2012		361,250
		Windstream Corp.
	3,043,557	Term Loan, 2.59%, Maturing July 17, 2013		2,769,637

			$	19,973,573

Utilities — 1.8%
		AEI Finance Holding, LLC
	269,751	Revolving Loan, 3.41%, Maturing March 30, 2012	$	161,176
	1,923,302	Term Loan, 4.46%, Maturing March 30, 2014		1,149,173
		Astoria Generating Co.
	1,000,000	Term Loan - Second Lien, 4.11%, Maturing August 23, 2013		720,000
		BRSP, LLC
	1,658,831	Term Loan, 5.55%, Maturing July 13, 2009		1,418,300


Principal
Amount*		Borrower/Tranche Description	Value

		Electricinvest Holding Co.
GBP	480,000	Term Loan, 6.12%, Maturing October 24, 2012	$	477,366
EUR	476,616	Term Loan, 6.53%, Maturing October 24, 2012		418,790
		Pike Electric, Inc.
	146,240	Term Loan, 1.88%, Maturing July 1, 2012		132,347
	339,771	Term Loan, 1.88%, Maturing December 10, 2012		307,493
		TXU Texas Competitive Electric Holdings Co., LLC
	339,381	Term Loan, 3.91%, Maturing October 10, 2014		237,397
	333,119	Term Loan, 4.75%, Maturing October 10, 2014		233,267

			$	5,255,309


Total Senior Floating-Rate Interests (identified cost $713,209,428)			$	466,373,935

Corporate Bonds & Notes — 9.8%

Principal Amount
(000’s omitted)		Security	Value

Aerospace and Defense — 0.0%
		Alion Science and Technologies Corp.
$	145	10.25%, 2/1/15	$	58,000
		Hawker Beechcraft Acquisition
	125	9.75%, 4/1/17		23,125
		Vought Aircraft Industries, Inc., Sr. Notes
	85	8.00%, 7/15/11		52,275

			$	133,400

Air Transport — 0.1%
		Continental Airlines
$	207	7.033%, 6/15/11	$	149,094

			$	149,094

Automotive — 0.1%
		Altra Industrial Motion, Inc.
$	335	9.00%, 12/1/11	$	324,950
		Commercial Vehicle Group, Inc., Sr. Notes
	100	8.00%, 7/1/13		45,500
		Tenneco, Inc., Sr. Notes
	40	8.125%, 11/15/15		14,000

			$	384,450


Principal Amount
(000’s omitted)		Security	Value

Broadcast Radio and Television — 0.0%
		Warner Music Group, Sr. Sub. Notes
$	85	7.375%, 4/15/14	$	54,400

			$	54,400

Brokers/Dealers/Investment Houses — 0.0%
		Nuveen Investments, Inc., Sr. Notes
$	115	10.50%, 11/15/15 ⁽⁶⁾	$	32,200

			$	32,200

Building and Development — 0.5%
		Grohe Holding GMBH, Variable Rate
EUR	2,000	5.487%, 1/15/14	$	1,145,958
		Panolam Industries International, Sr. Sub. Notes
	425	10.75%, 10/1/13		172,125
		Ply Gem Industries, Inc., Sr. Notes
	35	11.75%, 6/15/13		19,600
		Texas Industries Inc., Sr. Notes
	115	7.25%, 7/15/13 ⁽⁶⁾		87,400

			$	1,425,083

Business Equipment and Services — 0.5%
		Affinion Group, Inc.
$	95	10.125%, 10/15/13	$	74,575
	205	11.50%, 10/15/15		134,275
		Ceridian Corp., Sr. Notes
	275	11.25%, 11/15/15 ⁽⁶⁾		149,875
		Education Management, LLC, Sr. Notes
	415	8.75%, 6/1/14		355,862
		First Data Corp.
	15	9.875%, 9/24/15		8,475
		MediMedia USA, Inc., Sr. Sub. Notes
	170	11.375%, 11/15/14 ⁽⁶⁾		111,350
		Ticketmaster, Sr. Notes
	185	10.75%, 8/1/16 ⁽⁶⁾		111,925
		Travelport, LLC
	350	9.875%, 9/1/14		140,000
		West Corp.
	380	9.50%, 10/15/14		260,300

			$	1,346,637

Cable and Satellite Television — 0.1%
		Cablevision Systems Corp., Sr. Notes, Series B
$	50	8.00%, 4/15/12	$	48,500
		Kabel Deutschland GmbH
	190	10.625%, 7/1/14		184,300
		Mediacom Broadband Corp., Sr. Notes
	120	8.50%, 10/15/15		103,800
		National Cable PLC
	40	8.75%, 4/15/14		34,200


Principal Amount
(000’s omitted)		Security	Value

			$	370,800

Chemicals and Plastics — 0.2%
		CII Carbon, LLC
$	185	11.125%, 11/15/15⁽⁶⁾	$	128,575
		Nova Chemicals Corp., Sr. Notes, Variable Rate
	195	5.72%, 11/15/13		52,650
		Reichhold Industries, Inc., Sr. Notes
	445	9.00%, 8/15/14⁽⁶⁾		304,825

			$	486,050

Clothing/Textiles — 0.4%
		Levi Strauss & Co., Sr. Notes
$	785	9.75%, 1/15/15	$	650,569
	75	8.875%, 4/1/16		58,125
		Oxford Industries, Inc., Sr. Notes
	490	8.875%, 6/1/11		369,950
		Perry Ellis International, Inc., Sr. Sub. Notes
	360	8.875%, 9/15/13		217,800

			$	1,296,444

Conglomerates — 0.1%
		RBS Global & Rexnord Corp.
$	155	11.75%, 8/1/16	$	101,525
	175	8.875%, 9/1/16		123,375

			$	224,900

Containers and Glass Products — 0.6%
		Berry Plastics Corp., Sr. Notes, Variable Rate
$	2,000	5.844%, 2/15/15	$	1,460,000
		Intertape Polymer US, Inc., Sr. Sub. Notes
	310	8.50%, 8/1/14		204,987
		Pliant Corp.
	345	11.625%, 6/15/09⁽²⁾⁽³⁾		176,110
		Solo Cup Co.
	25	8.50%, 2/15/14		16,875
		Stone Container Corp., Sr. Notes
	45	8.375%, 7/1/12 ⁽³⁾		4,950

			$	1,862,922

Ecological Services and Equipment — 0.2%
		Environmental Systems Products Holdings, Inc., Jr. Notes
$	373	18.00%, 3/31/15⁽²⁾⁽⁵⁾	$	269,280
		Waste Services, Inc., Sr. Sub. Notes
	440	9.50%, 4/15/14		341,000

			$	610,280


Principal Amount
(000’s omitted)		Security	Value

Electronics/Electrical — 0.2%
		Advanced Micro Devices, Inc., Sr. Notes
$	220	7.75%, 11/1/12	$	73,150
		Amkor Technologies, Inc., Sr. Notes
	40	7.125%, 3/15/11		28,750
	50	7.75%, 5/15/13		29,187
	190	9.25%, 6/1/16		106,400
		Avago Technologies Finance
	170	10.125%, 12/1/13		138,550
	215	11.875%, 12/1/15		161,250
		NXP BV/NXP Funding, LLC, Variable Rate
	775	3.844%, 10/15/13		188,906

			$	726,193

Equipment Leasing — 0.0%
		Hertz Corp.
$	25	8.875%, 1/1/14	$	16,437

			$	16,437

Financial Intermediaries — 0.4%
		Ford Motor Credit Co.
$	345	7.375%, 10/28/09	$	309,276
		Ford Motor Credit Co., Sr. Notes
	440	5.70%, 1/15/10		372,850
	415	7.875%, 6/15/10		342,894
	15	9.875%, 8/10/11		11,159
		General Motors Acceptance Corp., Variable Rate
	110	3.399%, 5/15/09		102,987

			$	1,139,166

Food Products — 0.2%
		ASG Consolidated, LLC/ASG Finance, Inc., Sr. Disc. Notes
$	520	11.50%, 11/1/11	$	449,800

			$	449,800

Food Service — 0.2%
		Aramark Services, Inc.
$	85	8.50%, 2/1/15	$	83,088
		El Pollo Loco, Inc.
	370	11.75%, 11/15/13		284,900
		NPC International, Inc., Sr. Sub. Notes
	340	9.50%, 5/1/14		270,300

			$	638,288


Principal Amount
(000’s omitted)		Security	Value

Food/Drug Retailers — 0.2%
		General Nutrition Center, Sr. Notes, Variable Rate
$	665	7.584%, 3/15/14⁽²⁾	$	402,325
		General Nutrition Center, Sr. Sub. Notes
	385	10.75%, 3/15/15		271,425

			$	673,750

Forest Products — 0.2%
		Jefferson Smurfit Corp., Sr. Notes
$	90	8.25%, 10/1/12⁽³⁾	$	10,350
	75	7.50%, 6/1/13⁽³⁾		9,375
		NewPage Corp.
	520	10.00%, 5/1/12		202,800
	345	12.00%, 5/1/13		84,525
		NewPage Corp., Variable Rate
	135	9.443%, 5/1/12		46,575
		Smurfit-Stone Container Enterprises, Inc., Sr. Notes
	300	8.00%, 3/15/17⁽³⁾		33,000
		Verso Paper Holdings, LLC/Verso Paper, Inc.
	265	11.375%, 8/1/16		75,525

			$	462,150

Healthcare — 0.9%
		Accellent, Inc.
$	285	10.50%, 12/1/13	$	203,775
		Advanced Medical Optics, Inc., Sr. Sub. Notes
	45	7.50%, 5/1/17		50,175
		AMR HoldCo, Inc./EmCare HoldCo, Inc., Sr. Sub. Notes
	325	10.00%, 2/15/15		328,250
		DJO Finance, LLC/DJO Finance Corp.
	190	10.875%, 11/15/14		141,550
		HCA, Inc.
	135	9.125%, 11/15/14		129,938
	175	9.25%, 11/15/16		167,563
		MultiPlan Inc., Sr. Sub. Notes
	485	10.375%, 4/15/16⁽⁶⁾		375,875
		National Mentor Holdings, Inc.
	315	11.25%, 7/1/14		244,125
		Res-Care, Inc., Sr. Notes
	195	7.75%, 10/15/13		164,775
		US Oncology, Inc.
	265	9.00%, 8/15/12		247,775
	515	10.75%, 8/15/14		466,075

			$	2,519,876

Home Furnishings — 0.0%
		Interline Brands, Inc., Sr. Sub. Notes
$	115	8.125%, 6/15/14	$	92,575

			$	92,575


Principal Amount
(000’s omitted)		Security	Value

Industrial Equipment — 0.1%
		Chart Industries, Inc., Sr. Sub. Notes
$	195	9.125%, 10/15/15	$	155,025
		ESCO Corp., Sr. Notes
	145	8.625%, 12/15/13⁽⁶⁾		113,825
		ESCO Corp., Sr. Notes, Variable Rate
	145	5.871%, 12/15/13⁽⁶⁾		94,975

			$	363,825

Insurance — 0.0%
		Alliant Holdings I, Inc.
$	100	11.00%, 5/1/15⁽⁶⁾	$	66,000

			$	66,000

Leisure Goods/Activities/Movies — 0.3%
		Bombardier, Inc., Sr. Notes
$	130	8.00%, 11/15/14⁽⁶⁾	$	111,800
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp.
	195	12.50%, 4/1/13^{(3) (6)}		1,219
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
	360	0.00%, 4/1/12^{(3) (6)}		5,400
		Marquee Holdings, Inc., Sr. Disc. Notes
	665	9.505%, 8/15/14		432,250
		Royal Caribbean Cruises, Sr. Notes
	95	7.00%, 6/15/13		60,325
	35	6.875%, 12/1/13		21,175
	25	7.25%, 6/15/16		14,375
	50	7.25%, 3/15/18		30,250
		Universal City Development Partners, Sr. Notes
	240	11.75%, 4/1/10		185,400

			$	862,194

Lodging and Casinos — 0.9%
		Buffalo Thunder Development Authority
$	480	9.375%, 12/15/14⁽⁶⁾	$	45,600
		CCM Merger, Inc.
	325	8.00%, 8/1/13⁽⁶⁾		138,125
		Chukchansi EDA, Sr. Notes, Variable Rate
	280	6.095%, 11/15/12⁽⁶⁾		142,800
		Fontainebleau Las Vegas Casino, LLC
	485	11.00%, 6/15/15⁽⁶⁾		55,775


Principal Amount
(000’s omitted)		Security	Value

		Galaxy Entertainment Finance
$	300	9.875%, 12/15/12⁽⁶⁾	$	157,500
		Greektown Holdings, LLC, Sr. Notes
	95	10.75%, 12/1/13^{(3) (6)}		18,525
		Host Hotels and Resorts, LP, Sr. Notes
	240	6.75%, 6/1/16		193,200
		Indianapolis Downs, LLC & Capital Corp., Sr. Notes
	145	11.00%, 11/1/12⁽⁶⁾		78,300
		Inn of the Mountain Gods, Sr. Notes
	500	12.00%, 11/15/10		102,500
		Majestic HoldCo, LLC
	140	12.50%, 10/15/11⁽⁶⁾		1,400
		MGM Mirage, Inc.
	20	7.50%, 6/1/16		10,900
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
	140	8.00%, 4/1/12		85,400
	215	7.125%, 8/15/14		120,400
	230	6.875%, 2/15/15		124,200
		OED Corp./Diamond Jo, LLC
	475	8.75%, 4/15/12		344,375
		Pinnacle Entertainment, Inc., Sr. Sub. Notes
	25	8.25%, 3/15/12		23,000
	140	7.50%, 6/15/15		102,200
		Pokagon Gaming Authority, Sr. Notes
	102	10.375%, 6/15/14⁽⁶⁾		89,760
		San Pasqual Casino
	110	8.00%, 9/15/13⁽⁶⁾		84,150
		Scientific Games Corp.
	60	7.875%, 6/15/16⁽⁶⁾		53,400
		Seminole Hard Rock Entertainment, Variable Rate
	175	4.496%, 3/15/14⁽⁶⁾		84,000
		Trump Entertainment Resorts, Inc.
	40	8.50%, 6/1/15⁽³⁾		6,100
		Tunica-Biloxi Gaming Authority, Sr. Notes
	310	9.00%, 11/15/15⁽⁶⁾		237,150
		Waterford Gaming, LLC, Sr. Notes
	307	8.625%, 9/15/14⁽⁶⁾		204,155
		Wynn Las Vegas, LLC
	390	6.625%, 12/1/14		286,163

			$	2,789,078

Nonferrous Metals/Minerals — 0.2%
		Aleris International, Inc., Sr. Notes
$	490	9.00%, 12/15/14	$	31,850
		FMG Finance PTY, Ltd.
	675	10.625%, 9/1/16⁽⁶⁾		442,125


Principal Amount
(000’s omitted)		Security	Value

		Freeport-McMoran Copper & Gold, Inc., Sr. Notes
$	95	8.375%, 4/1/17	$	78,959

			$	552,934

Oil and Gas — 1.2%
		Allis-Chalmers Energy, Inc., Sr. Notes
$	335	9.00%, 1/15/14	$	179,225
		Cimarex Energy Co., Sr. Notes
	120	7.125%, 5/1/17		104,400
		Clayton Williams Energy, Inc.
	175	7.75%, 8/1/13		110,250
		Compton Pet Finance Corp.
	360	7.625%, 12/1/13		142,200
		Denbury Resources, Inc., Sr. Sub. Notes
	50	7.50%, 12/15/15		41,750
		El Paso Corp., Sr. Notes
	225	9.625%, 5/15/12		212,979
		Encore Acquisition Co., Sr. Sub. Notes
	155	7.25%, 12/1/17		125,550
		Forbes Energy Services, Sr. Notes
	310	11.00%, 2/15/15		187,550
		OPTI Canada, Inc., Sr. Notes
	95	7.875%, 12/15/14		42,750
	180	8.25%, 12/15/14		83,700


Principal Amount
(000’s omitted)		Security	Value

		Parker Drilling Co., Sr. Notes
$	100	9.625%, 10/1/13	$	74,500
		Petrohawk Energy Corp., Sr. Notes
	795	9.125%, 7/15/13		735,375
	120	7.875%, 6/1/15⁽⁶⁾		101,100
		Petroleum Development Corp., Sr. Notes
	115	12.00%, 2/15/18		72,450
		Petroplus Finance, Ltd.
	465	7.00%, 5/1/17⁽⁶⁾		339,450
		Plains Exploration & Production Co.
	175	7.00%, 3/15/17		147,219
		Quicksilver Resources, Inc.
	25	8.25%, 8/1/15		20,250
	290	7.125%, 4/1/16		201,550
		Sandridge Energy, Inc., Sr. Notes
	290	8.00%, 6/1/18⁽⁶⁾		230,550
		SemGroup L.P., Sr. Notes
	540	8.75%, 11/15/15⁽³⁾⁽⁶⁾		21,600
		SESI, LLC, Sr. Notes
	60	6.875%, 6/1/14		48,600
		Stewart & Stevenson, LLC, Sr. Notes
	415	10.00%, 7/15/14		263,525
		VeraSun Energy Corp.
	105	9.875%, 12/15/12		61,950

			$	3,548,473

Publishing — 0.2%
		Dex Media West/Finance, Series B
$	112	9.875%, 8/15/13	$	32,760
		Harland Clarke Holdings
	35	9.50%, 5/15/15		15,575
		Local Insight Regatta Holdings, Inc.
	90	11.00%, 12/1/17		22,950
		Nielsen Finance, LLC
	620	10.00%, 8/1/14		551,800
	145	12.50%, 8/1/16		59,450
		Reader’s Digest Association, Inc. (The), Sr. Sub. Notes
	455	9.00%, 2/15/17		43,794

			$	726,329

Rail Industries — 0.2%
		American Railcar Industry, Sr. Notes
$	175	7.50%, 3/1/14	$	122,500
		Kansas City Southern Mexico, Sr. Notes
	280	7.625%, 12/1/13		236,600
	100	7.375%, 6/1/14		86,500


Principal Amount
(000’s omitted)		Security	Value

$	190	8.00%, 6/1/15	$	171,950

			$	617,550

Retailers (Except Food and Drug) — 0.3%
		Amscan Holdings, Inc., Sr. Sub. Notes
$	400	8.75%, 5/1/14	$	240,000
		Neiman Marcus Group, Inc.
	535	9.00%, 10/15/15		240,750
	165	10.375%, 10/15/15		75,900
		Sally Holdings, LLC
	10	9.25%, 11/15/14		9,250
		Sally Holdings, LLC, Sr. Notes
	20	10.50%, 11/15/16		16,600
		Toys “R” Us
	195	7.375%, 10/15/18		70,200
		Yankee Acquisition Corp., Series B
	545	8.50%, 2/15/15		264,325

			$	917,025

Steel — 0.1%
		RathGibson, Inc., Sr. Notes
$	445	11.25%, 2/15/14	$	100,125
		Steel Dynamics, Inc., Sr. Notes
	205	7.375%, 11/1/12		185,525

			$	285,650

Surface Transport — 0.1%
		CEVA Group, PLC, Sr. Notes
$	210	10.00%, 9/1/14⁽⁶⁾	$	156,450

			$	156,450

Telecommunications — 0.8%
		Centennial Cellular Operating Co./Centennial Communication Corp., Sr. Notes
$	195	10.125%, 6/15/13	$	202,313
		Digicel Group, Ltd., Sr. Notes
	300	9.25%, 9/1/12⁽⁶⁾		265,500
	100	8.875%, 1/15/15⁽⁶⁾		74,000
	782	9.125%, 1/15/15⁽⁶⁾		539,580
		Nortel Networks, Ltd.
	130	10.75%, 7/15/16⁽³⁾		21,775
	390	10.75%, 7/15/16⁽³⁾⁽⁶⁾		65,325
		Qwest Corp., Sr. Notes, Variable Rate
	925	5.246%, 6/15/13		795,500
		Windstream Corp., Sr. Notes
	190	8.125%, 8/1/13		188,100
	60	8.625%, 8/1/16		59,400

			$	2,211,493


Principal Amount
(000’s omitted)		Security	Value

Utilities — 0.3%
		AES Corp.
$	55	8.00%, 10/15/17	$	51,975
		Edison Mission Energy, Sr. Notes
	25	7.50%, 6/15/13		24,125
		NGC Corp.
	390	7.625%, 10/15/26		220,350
		NRG Energy, Inc.
	165	7.25%, 2/1/14		157,988
	355	7.375%, 1/15/17		333,700
		Reliant Energy, Inc., Sr. Notes
	20	7.625%, 6/15/14		16,450

			$	804,588

Total Corporate Bonds & Notes (identified cost $45,766,760)			$	28,996,484

Asset-Backed Securities — 0.5%

Principal Amount
(000’s omitted)		Security	Value

$	565	Alzette European CLO SA, Series 2004-1A, Class E2, 9.83%, 12/15/20⁽⁷⁾	$	277,518
	760	Avalon Capital Ltd. 3, Series 1A, Class D, 4.103%, 2/24/19⁽⁶⁾⁽⁷⁾		103,132
	1,000	Babson Ltd., Series 2005-1A, Class C1, 3.044%, 4/15/19⁽⁶⁾⁽⁷⁾		103,200
	1,000	Bryant Park CDO Ltd., Series 2005-1A, Class C, 3.144%, 1/15/19⁽⁶⁾⁽⁷⁾		127,700
	1,000	Carlyle High Yield Partners, Series 2004-6A, Class C, 4.74%, 8/11/16⁽⁶⁾⁽⁷⁾		132,800
	1,000	Centurion CDO 8 Ltd., Series 2005-8A, Class D, 7.693%, 3/8/17⁽⁷⁾		164,800
	750	Centurion CDO 9 Ltd., Series 2005-9A, Class D1, 5.893%, 7/17/19⁽⁷⁾		96,825
	750	Comstock Funding Ltd., Series 2006-1A, Class D, 6.453%, 5/30/20⁽⁶⁾⁽⁷⁾		83,775


Principal Amount
(000’s omitted)		Security	Value
$	1,500	Dryden Leveraged Loan, Series 2004-6A, Class C1, 3.724%, 7/30/16⁽⁶⁾⁽⁷⁾	$	192,750
	1,000	First CLO, Ltd., Series 2004-1A1, Class C, 3.46%, 7/27/16⁽⁶⁾⁽⁷⁾		140,500
	1,000	Schiller Park CLO Ltd., Series 2007-1A, Class D, 2.909%, 4/25/21⁽⁶⁾⁽⁷⁾		101,600

Total Asset-Backed Securities (identified cost $10,079,942)			$	1,524,600

Convertible Preferred Stocks — 0.0%

Shares		Security	Value

Telecommunications — 0.0%
	484	Crown Castle International Corp., 6.25%⁽²⁾	$	20,570

Total Convertible Preferred Stocks (identified cost $23,003)			$	20,570

Common Stocks — 0.0%

Shares		Security	Value

Commercial Services — 0.0%
	6,211	Environmental Systems Products Holdings, Inc.^(5)(8)(9)	$	0

Total Common Stocks (identified cost $0)			$	0

Preferred Stocks — 0.0%

Shares		Security	Value

Commercial Services — 0.0%
	2,845	Environmental Systems Products Holdings, Inc., Series A^(5)(8)(9)	$	65,350

Total Preferred Stocks (identified cost $49,787)			$	65,350

Miscellaneous — 0.0%


Shares		Security	Value

Air Transport — 0.0%
	1,000,000	Delta Air Lines, Inc., Escrow Certificate⁽⁹⁾	$	21,250

Total Miscellaneous (identified cost $0)			$	21,250

Short-Term Investments — 1.0%


Interest
(000’s omitted)		Description	Value

$	2,757	Cash Management Portfolio, 0.23%⁽¹⁰⁾	$	2,757,134


Total Short-Term Investments (identified cost $2,757,134)			$	2,757,134


Total Investments — 169.4% (identified cost $771,886,054)			$	499,759,323


Less Unfunded Loan Commitments — (1.1)%			$	(3,120,658	)


Net Investments — 168.3% (identified cost $768,765,396)			$	496,638,665


Other Assets, Less Liabilities — (23.8)%			$	(70,306,797	)


Auction Preferred Shares Plus Cumulative Unpaid Dividends — (44.5)%			$	(131,324,252	)


Net Assets Applicable to Common Shares— 100.0%			$	295,007,616


DIP		- Debtor in Possession

REIT		- Real Estate Investment Trust

EUR		- Euro

GBP		- British Pound Sterling

*		In U.S. dollars unless otherwise indicated.


(1)		Senior floating-rate interests (Senior Loans) often require prepayments from excess cash flows or permit the borrowers to repay at their election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. However, Senior Loans will have an expected average life of approximately two to four years. The stated interest rate represents the weighted average interest rate of all contracts within the senior loan facility. Senior Loans typically have rates of interest which are redetermined either daily, monthly, quarterly or semi-annually by reference to a base lending rate, plus a premium. These base lending rates are primarily the London-Interbank Offered Rate (“LIBOR”), and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit (“CD”) rate or other base lending rates used by commercial lenders.

(2)		Represents a payment-in-kind security which may pay all or a portion of interest/dividends in additional par/shares.

(3)		Defaulted security.

(4)		Unfunded or partially unfunded loan commitments. The Trust may enter into certain credit agreements all or a portion of which may be unfunded. The Trust is obligated to fund these commitments at the borrower’s discretion.

(5)		Security valued at fair value using methods determined in good faith by or at the direction of the Trustees.


(6)		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2009, the aggregate value of the securities is $6,307,021 or 2.1% of the Trust’s net assets.

(7)		Variable rate security. The stated interest rate represents the rate in effect at January 31, 2009.

(8)		Restricted security.

(9)		Non-income producing security.

(10)		Affiliated investment company available to Eaton Vance portfolios and funds which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of January 31, 2009. Net income allocated from the investment in Cash Management Portfolio for the fiscal year to date ended January 31, 2009 was $28,282.

A summary of financial instruments outstanding at January 31, 2009 is as follows:

Forward Foreign Currency Exchange Contracts

Sales


			Net Unrealized
Settlement			Appreciation/
Date	Deliver	In Exchange For	(Depreciation)

2/27/09	Euro	United States Dollar	$	503,708
	16,930,601	22,173,670

2/27/09	British Pound Sterling	United States Dollar
	7,985,355	11,316,844		(251,150	)

			$	252,558

At January 31, 2009, the Trust had sufficient cash and/or securities to cover commitments under these contracts.

The cost and unrealized appreciation (depreciation) of investments of the Trust at January 31, 2009, as determined on a federal income tax basis, were as follows:


Aggregate cost	$	769,125,594
Gross unrealized appreciation	$	365,336
Gross unrealized depreciation		(272,852,265	)

Net unrealized depreciation	$	(272,486,929	)

Restricted Securities

At January 31, 2009, the Trust owned the following securities (representing less than 0.1% of net assets applicable to common shares) which were restricted as to public resale and not registered under the Securities Act of 1933 (excluding Rule 144A securities). The Trust has various registration rights (exercisable under a variety of circumstances) with respect to these securities. The value of these securities is determined based on valuations provided by brokers when available, or if not available, they are valued at fair value using methods determined in good faith by or at the direction of the Trustees.


	Date of
Description	Acquisition		Shares		Cost			Value
Common Stocks
Environmental Systems Products Holdings, Inc.		10/25/07		6,211	$	0	⁽¹⁾	$	0
Preferred Stocks
Environmental Systems Products Holdings, Inc., Series A		10/25/07		2,845	$	49,787		$	65,350

Total Restricted Securities					$	49,787		$	65,350


(1)		Less than $0.50.

The Trust adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157 (FAS 157), “Fair Value Measurements”, effective November 1, 2008. FAS 157 established a three-tier hierarchy to prioritize the assumptions, referred to as inputs, used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

	•		Level 1 — quoted prices in active markets for identical investments

	•		Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

	•		Level 3 — significant unobservable inputs (including a fund’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At January 31, 2009, the inputs used in valuing the Trust’s investments, which are carried at value, were as follows:


		Investments in		Other Financial
	Valuation Inputs	Securities		Instruments*
Level 1	Quoted Prices	$	2,777,704		—
Level 2	Other Significant Observable Inputs		492,848,135	$	252,558
Level 3	Significant Unobservable Inputs		1,012,826		—

Total		$	496,638,665	$	252,558


*		Other financial instruments are forward foreign currency exchange contracts not reflected in the Portfolio of Investments, which are valued at the unrealized appreciation (depreciation) on the instrument.

The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:


	Investments in Securities
Balance as of October 31, 2008	$	993,778
Realized gains (losses)		—
Change in net unrealized appreciation (depreciation)		(286,181	)
Net purchases (sales)		7,974
Accrued discount (premium)		1
Net transfers to (from) Level 3		297,254

Balance as of January 31, 2009	$	1,012,826

Debt obligations, including listed securities and securities for which quotations are available, will normally be valued on the basis of reported trades or market quotations provided by independent pricing services, where in the services’ judgement, these prices are representative of the securities’ market values. For debt securities where market quotations are not readily available, the pricing services will use various techniques that consider factors including, but not limited to, prices or yields of securities with similar characteristics, benchmark yields, broker/dealer quotes, issuer spreads, as well as industry and economic events. Investments for which valuations or market quotations are not readily available are valued at fair value using methods determined in good faith by or at the direction of Trustees of the Trust in a manner that most fairly reflects the security’s value, or the amount that the Trust might reasonably expect to receive for the security upon its current sale in the ordinary course. Each such determination is based on a consideration of all relevant factors, which are likely to vary from one pricing context to another. These factors may include, but are not limited to, the type of security, the existence of any contractual restrictions on the security’s disposition, the price and extent of public trading in similar securities of the issuer or of comparable companies, quotations or relevant information obtained from broker-dealers or other market participants, information obtained from the issuer, analysts, and/or the appropriate stock exchange (for exchange-traded securities), an analysis of the company’s financial condition, and an evaluation of the forces that influence the issuer and the market(s) in which the security is purchased and sold.

For additional information on the Trust’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Trust’s most recent financial statements included in its semiannual or annual report to shareholders.

Item 2. Controls and Procedures

(a) It is the conclusion of the registrant’s principal executive officer and principal financial officer that the effectiveness of the registrant’s current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant on this Form N-Q has been recorded, processed, summarized and reported within the time period specified in the Commission’s rules and forms and that the information required to be disclosed by the registrant on this Form N-Q has been accumulated and communicated to the registrant’s principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.

(b) There have been no changes in the registrant’s internal controls over financial reporting during the fiscal quarter for which the report is being filed that have materially affected, or are reasonably likely to materially affect the registrant’s internal control over financial reporting.

Signatures

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Eaton Vance Senior Floating-Rate Trust


By:		/s/ Scott H. Page

		Scott H. Page
		President

Date:		March 27, 2009

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.


By:		/s/ Scott H. Page

		Scott H. Page
		President

Date:		March 27, 2009

By:		/s/ Barbara E. Campbell

		Barbara E. Campbell
		Treasurer

Date:		March 27, 2009