Edgar Filing: EATON VANCE SENIOR FLOATING RATE TRUST

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES

Investment Company Act File Number		811-21411
Eaton Vance Senior Floating-Rate Trust
(Exact Name of Registrant as Specified in Charter)
The Eaton Vance Building, 255 State Street, Boston, Massachusetts		02109
(Address of Principal Executive Offices)		(Zip code)
Alan R. Dynner, Esq. Eaton Vance Management, 255 State Street, Boston, Massachusetts 02109
(Name and Address of Agent for Services)
Registrant’s Telephone Number, Including Area Code:		(617) 482-8260
Date of Fiscal Year End:		October 31
Date of Reporting Period:		January 31, 2007

Item 1. Schedule of Investments

Eaton Vance Senior Floating-Rate Trust as of January 31, 2007

PORTFOLIO OF INVESTMENTS (Unaudited)

Senior, Floating Rate Interests — 137.3% (1)

Principal Amount		Borrower/Tranche Description	Value
Aerospace and Defense — 2.4%
		Alliant Techsystems, Inc.
$	532,125	Term Loan, 6.88%, Maturing March 31, 2009	$	533,123
		Dresser Rand Group, Inc.
157,420		Term Loan, 7.32%, Maturing October 29, 2011	158,620
		DRS Technologies, Inc.
1,017,313		Term Loan, 6.87%, Maturing January 31, 2013	1,020,969
		Evergreen International Aviation
1,570,898		Term Loan, 8.86%, Maturing October 31, 2011	1,566,971
		Hexcel Corp.
1,518,088		Term Loan, 7.13%, Maturing March 1, 2012	1,521,883
		IAP Worldwide Services, Inc.
965,250		Term Loan, 9.69%, Maturing December 30, 2012	966,909
		K&F Industries, Inc.
1,410,935		Term Loan, 7.32%, Maturing November 18, 2012	1,417,769
		Spirit Aerosystems, Inc.
1,626,085		Term Loan, 7.11%, Maturing December 31, 2011	1,634,214
		Standard Aero Holdings, Inc.
1,220,448		Term Loan, 7.61%, Maturing August 24, 2012	1,225,788
		Transdigm, Inc.
1,625,000		Term Loan, 7.37%, Maturing June 23, 2013	1,636,172
		Vought Aircraft Industries, Inc.
2,143,871		Term Loan, 7.88%, Maturing December 17, 2011	2,162,184
		Wesco Aircraft Hardware Corp.
1,175,000		Term Loan, 7.57%, Maturing September 29, 2013	1,185,098
		Wyle Laboratories, Inc.
250,335		Term Loan, 8.12%, Maturing January 28, 2011	251,665
			$	15,281,365
Air Transport — 0.9%
		Delta Air Lines, Inc.
$	2,075,000	Term Loan, 12.87%, Maturing March 16, 2008	$	2,119,187
		Northwest Airlines, Inc.
2,100,000		DIP Loan, 7.85%, Maturing August 21, 2008	2,116,407
		United Airlines, Inc.
1,393,000		Term Loan, 9.12%, Maturing February 1, 2012	1,398,970
199,000		Term Loan, 11.00%, Maturing February 1, 2012	199,853
			$	5,834,417
Automotive — 6.9%
		Accuride Corp.
$	2,223,792	Term Loan, 7.38%, Maturing January 31, 2012	$	2,232,827
		Affina Group, Inc.
1,370,985		Term Loan, 8.36%, Maturing November 30, 2011	1,380,624

		Axletech International Holding, Inc.
$	1,750,000	Term Loan, 11.86%, Maturing April 21, 2013	$	1,766,042
		CSA Acquisition Corp.
1,384,797		Term Loan, 7.88%, Maturing December 23, 2011	1,393,020
495,000		Term Loan, 7.88%, Maturing December 23, 2012	497,846
		Dana Corp.
1,050,000		Term Loan, 7.82%, Maturing March 30, 2008	1,051,976
		Dayco Products, LLC
2,014,875		Term Loan, 7.87%, Maturing June 21, 2011	2,020,543
		Exide Technologies, Inc.
1,207,489		Term Loan, 11.75%, Maturing May 5, 2010	1,269,372
		Federal-Mogul Corp.
2,915,607		Revolving Loan, 6.83%, Maturing July 1, 2007 (2)	2,903,155
		Ford Motor Co.
1,775,000		Term Loan, 8.36%, Maturing December 15, 2013	1,800,269
		General Motors Corp.
1,450,000		Term Loan, 7.75%, Maturing November 29, 2013	1,468,035
		Goodyear Tire & Rubber Co.
880,000		Term Loan, 5.22%, Maturing April 30, 2010	887,778
2,950,000		Term Loan, 8.14%, Maturing April 30, 2010	2,987,489
1,000,000		Term Loan, 8.89%, Maturing March 1, 2011	1,014,792
		HLI Operating Co., Inc.
1,794,864		Term Loan, 8.88%, Maturing June 3, 2009	1,813,261
		Insurance Auto Auctions, Inc.
739,993		Term Loan, 7.87%, Maturing May 19, 2012	$743,000
		Keystone Automotive Operations Inc.
900,000		Term Loan, 8.82%, Maturing January 12, 2012	904,500
		R.J. Tower Corp.
1,725,000		DIP Revolving Loan, 9.88%, Maturing August 2, 2007	1,709,187
		Tenneco Automotive, Inc.
1,994,254		Term Loan, 7.36%, Maturing December 12, 2009	2,009,959
1,656,896		Term Loan, 7.31%, Maturing December 12, 2010	1,669,944
		The Hertz Corp.
400,000		Term Loan, 5.37%, Maturing December 21, 2012	403,281
3,170,111		Term Loan, 7.35%, Maturing December 21, 2012	3,196,116
		Trimas Corp.
234,375		Term Loan, 8.13%, Maturing August 2, 2011	237,598
1,013,086		Term Loan, 8.11%, Maturing August 2, 2013	1,027,016
		TRW Automotive, Inc.
4,505,910		Term Loan, 6.94%, Maturing June 30, 2012	4,509,780
		United Components, Inc.
1,466,329		Term Loan, 7.63%, Maturing June 30, 2010	1,473,661
		Vanguard Car Rental USA
1,192,000		Term Loan, 8.35%, Maturing June 14, 2013	1,203,796
			$	43,574,867

Beverage and Tobacco — 1.5%
		Alliance One International, Inc.
$	566,812	Term Loan, 8.82%, Maturing May 13, 2010	$	573,897
		Constellation Brands, Inc.
1,583,333		Term Loan, 6.88%, Maturing June 5, 2013	1,594,988
		Culligan International Co.
935,103		Term Loan, 7.07%, Maturing September 30, 2011	937,734
		National Dairy Holdings, L.P.
731,143		Term Loan, 7.32%, Maturing March 15, 2012	732,514
		National Distribution Co.
690,800		Term Loan, 11.82%, Maturing June 22, 2010	692,527
		Reynolds American, Inc.
2,935,250		Term Loan, 7.14%, Maturing May 31, 2012	2,960,933
		Southern Wine & Spirits of America, Inc.
1,438,772		Term Loan, 6.86%, Maturing May 31, 2012	1,444,391
		Sunny Delight Beverages Co.
370,063		Term Loan, 11.37%, Maturing August 20, 2010	361,967
			$	9,298,951
Brokers, Dealers and Investment Houses — 0.3%
		Ameritrade Holding Corp.
$	2,003,528	Term Loan, 6.82%, Maturing December 31, 2012	$	2,010,677
			$	2,010,677
Building and Development — 9.1%
		AP-Newkirk Holdings, LLC
$	1,482,098	Term Loan, 7.82%, Maturing December 21, 2007	$	1,484,646
		Beacon Sales Acquisition, Inc.
698,250		Term Loan, 7.36%, Maturing September 30, 2013	701,741
		Biomed Realty, L.P.
3,055,000		Term Loan, 7.58%, Maturing May 31, 2010	3,047,362
		Capital Automotive (REIT)
1,232,598		Term Loan, 7.08%, Maturing December 16, 2010	1,243,469
		Epco / Fantome, LLC
1,464,000		Term Loan, 7.99%, Maturing November 23, 2010	1,471,320
		Formica Corp.
1,017,313		Term Loan, 9.29%, Maturing March 15, 2013	1,017,312
		FT-FIN Acquisition, LLC
1,221,496		Term Loan, 6.83%, Maturing November 17, 2007 (2)	1,224,549
		Gables GP, Inc.
82,763		Term Loan, 7.07%, Maturing March 31, 2007	82,960
		General Growth Properties, Inc.
2,000,000		Term Loan, 6.57%, Maturing February 24, 2011	1,995,402
		Hovstone Holdings, LLC
1,045,500		Term Loan, 7.36%, Maturing February 28, 2009	1,029,817
		Landsource Communities, LLC
6,011,000		Term Loan, 7.88%, Maturing March 31, 2010	6,007,243

		Lanoga Corp.
$	1,243,758	Term Loan, 7.11%, Maturing June 29, 2013	$	1,243,758
		LNR Property Corp.
2,800,000		Term Loan, 8.12%, Maturing July 3, 2011	2,819,499
		Mattamy Funding Partnership
497,500		Term Loan, 7.63%, Maturing April 11, 2013	500,609
		Mueller Group, Inc.
2,676,824		Term Loan, 7.36%, Maturing October 3, 2012	2,697,457
		NCI Building Systems, Inc.
594,000		Term Loan, 6.84%, Maturing June 18, 2010	594,928
		Newkirk Master, L.P.
3,423,859		Term Loan, 7.08%, Maturing August 11, 2008	3,429,744
		Nortek, Inc.
2,732,088		Term Loan, 7.35%, Maturing August 27, 2011	2,739,943
		November 2005 Land Investors
581,822		Term Loan, 8.11%, Maturing May 9, 2011	582,549
		Panolam Industries Holdings, Inc.
566,594		Term Loan, 8.11%, Maturing September 30, 2012	568,364
		Ply Gem Industries, Inc.
2,510,313		Term Loan, 8.37%, Maturing August 15, 2011	2,540,909
		Rubicon GSA II, LLC
2,350,000		Term Loan, 8.10%, Maturing July 31, 2008	2,350,000
		South Edge, LLC
787,500		Term Loan, 7.38%, Maturing October 31, 2009	785,778
		Stile Acquisition Corp.
2,121,627		Term Loan, 7.38%, Maturing April 6, 2013	2,114,914
		Stile U.S. Acquisition Corp.
2,125,241		Term Loan, 7.38%, Maturing April 6, 2013	2,118,517
		TE / Tousa Senior, LLC
1,575,000		Term Loan, 11.75%, Maturing August 1, 2008 (5)	1,568,954
		Tousa/Kolter, LLC
1,656,000		Term Loan, 6.87%, Maturing January 7, 2008 (2)	1,658,070
		TRU 2005 RE Holding Co.
4,100,000		Term Loan, 8.33%, Maturing December 9, 2008	4,141,640
		Trustreet Properties, Inc.
1,465,000		Term Loan, 7.33%, Maturing April 8, 2010	1,468,662
		United Subcontractors, Inc.
825,000		Term Loan, 12.62%, Maturing June 27, 2013	800,250
		Wintergames Acquisition ULC
3,175,000		Term Loan, 7.32%, Maturing October 26, 2007	3,176,984
			$	57,207,350
Business Equipment and Services — 8.7%
		Acco Brands Corp.
$	1,307,450	Term Loan, 7.09%, Maturing August 17, 2012	$	1,316,235

		Activant Solutions, Inc.
$	741,317	Term Loan, 7.38%, Maturing May 1, 2013	$	741,086
		Affiliated Computer Services
816,750		Term Loan, 7.35%, Maturing March 20, 2013	823,273
2,164,125		Term Loan, 7.36%, Maturing March 20, 2013	2,181,979
		Affinion Group, Inc.
2,769,186		Term Loan, 7.87%, Maturing October 17, 2012	2,798,262
		Allied Security Holdings, LLC
1,288,182		Term Loan, 8.37%, Maturing June 30, 2010	1,302,674
		Buhrmann US, Inc.
3,099,537		Term Loan, 7.12%, Maturing December 31, 2010	3,111,160
		DynCorp International, LLC
1,208,475		Term Loan, 7.66%, Maturing February 11, 2011	1,218,545
		Gate Gourmet Borrower, LLC
1,119,811		Term Loan, 8.10%, Maturing March 9, 2012	1,133,809
183,333		Term Loan, 8.11%, Maturing March 9, 2012	180,583
		Info USA, Inc.
618,750		Term Loan, 7.12%, Maturing February 14, 2012	619,523
		Iron Mountain, Inc.
1,380,001		Term Loan, 7.13%, Maturing April 2, 2011	1,385,463
		Language Line, Inc.
2,322,836		Term Loan, 8.60%, Maturing June 11, 2011	2,347,879
		Mitchell International, Inc.
652,211		Term Loan, 7.37%, Maturing August 15, 2011	655,676
		N.E.W. Holdings I, LLC
770,000		Term Loan, 12.36%, Maturing February 8, 2014	776,979
467,378		Term Loan, 8.11%, Maturing August 8, 2014	470,007
		Nielsen Finance, LLC
6,907,688		Term Loan, 7.63%, Maturing August 9, 2013	6,970,485
		Protection One, Inc.
912,046		Term Loan, 7.85%, Maturing March 31, 2012	917,177
		Quantum Corp.
437,500		Term Loan, 9.44%, Maturing August 22, 2012	438,047
		Quintiles Transnational Corp.
1,700,000		Term Loan, 9.36%, Maturing March 31, 2014	1,723,729
		Serena Software, Inc.
562,500		Term Loan, 7.61%, Maturing March 10, 2013	564,891
		Sungard Data Systems, Inc.
12,903,500		Term Loan, 7.88%, Maturing February 11, 2013	13,038,587
		TDS Investor Corp.
3,018,112		Term Loan, 7.86%, Maturing August 23, 2013	3,040,540
		Transaction Network Services, Inc.
783,819		Term Loan, 7.35%, Maturing May 4, 2012	785,779
		US Investigations Services, Inc.
1,185,154		Term Loan, 7.87%, Maturing October 14, 2012	1,192,562
543,989		Term Loan, 7.87%, Maturing October 14, 2013	546,936

		West Corp.
$	2,450,000	Term Loan, 8.09%, Maturing October 24, 2013	$	2,470,288
		Williams Scotsman, Inc.
750,000		Term Loan, 6.82%, Maturing June 27, 2010	750,000
		Worldspan, L.P.
1,400,000		Term Loan, 8.58%, Maturing December 7, 2013	1,408,750
			$	54,910,904

Cable and Satellite Television—7.8%
		Atlantic Broadband Finance, LLC
$	4,262,234	Term Loan, 8.10%, Maturing February 10, 2011	$	4,327,945
		Bragg Communications, Inc.
1,026,375		Term Loan, 7.12%, Maturing August 31, 2011	1,029,906
		Bresnan Broadband Holdings, LLC
1,200,000		Term Loan, 9.87%, Maturing March 29, 2014	1,223,626
		Cequel Communications, LLC
1,550,000		Term Loan, 9.87%, Maturing May 5, 2014	1,584,754
3,067,248		Term Loan, 11.37%, Maturing May 5, 2014	3,147,126
		Charter Communications Operating, LLC
12,118,808		Term Loan, 7.99%, Maturing April 28, 2013	12,240,372
		CSC Holdings, Inc.
2,977,500		Term Loan, 7.11%, Maturing March 29, 2013	2,988,728
		Insight Midwest Holdings, LLC
5,325,000		Term Loan, 7.61%, Maturing April 6, 2014	5,373,260
		Mediacom Broadband Group
5,895,450		Term Loan, 7.17%, Maturing January 31, 2015	5,895,910
		Mediacom Illinois, LLC
2,784,750		Term Loan, 7.17%, Maturing January 31, 2015	2,790,718
		NTL Investment Holdings, Ltd.
2,492,490		Term Loan, 7.36%, Maturing March 30, 2012	2,509,292
		Persona Communications Corp.
354,378		Term Loan, 0.00%, Maturing October 12, 2013 (2)	357,479
570,622		Term Loan, 8.12%, Maturing October 12, 2013	575,615
825,000		Term Loan, 11.36%, Maturing April 12, 2014	832,734
		UGS Corp.
2,203,138		Term Loan, 7.10%, Maturing March 31, 2012	2,208,646
		UPC Broadband Holding B.V.
1,195,000		Term Loan, 7.37%, Maturing March 31, 2013	1,201,178
1,195,000		Term Loan, 7.37%, Maturing December 31, 2013	1,201,178
			$	49,488,467
Chemicals and Plastics—9.5%
		Basell Af S.A.R.L.
$	375,000	Term Loan, 7.60%, Maturing August 1, 2013	$	379,394
375,000		Term Loan, 8.35%, Maturing August 1, 2014	379,512
		Brenntag Holding GmbH and Co. KG
1,900,000		Term Loan, 7.89%, Maturing December 23, 2013	1,921,742
1,000,000		Term Loan, 11.89%, Maturing December 23, 2015	1,023,906
		Celanese Holdings, LLC
4,139,627		Term Loan, 7.11%, Maturing June 4, 2011	4,168,410
		Gentek, Inc.
549,963		Term Loan, 7.35%, Maturing February 25, 2011	551,596
669,630		Term Loan, 9.61%, Maturing February 28, 2012	674,568
		Georgia Gulf Corp.
1,215,703		Term Loan, 7.32%, Maturing October 3, 2013	1,225,255

		Hercules, Inc.
$	829,688	Term Loan, 6.82%, Maturing October 8, 2010	$	831,762
		Hexion Specialty Chemicals, Inc.
4,502,375		Term Loan, 7.88%, Maturing May 5, 2013	4,526,576
		Huntsman, LLC
4,268,561		Term Loan, 7.07%, Maturing August 16, 2012	4,296,840
		Ineos Group
1,608,750		Term Loan, 7.61%, Maturing December 14, 2013	1,629,530
1,608,750		Term Loan, 8.11%, Maturing December 14, 2014	1,629,530
		Innophos, Inc.
671,186		Term Loan, 7.57%, Maturing August 10, 2010	674,822
		Invista B.V.
3,851,626		Term Loan, 6.88%, Maturing April 29, 2011	3,863,663
		ISP Chemo, Inc.
2,183,500		Term Loan, 7.38%, Maturing February 16, 2013	2,202,435
		Kranton Polymers, LLC
3,250,347		Term Loan, 7.38%, Maturing May 12, 2013	3,278,788
		Lucite International Group Holdings
214,122		Term Loan, 0.00%, Maturing July 7, 2013 (2)	216,464
607,823		Term Loan, 8.07%, Maturing July 7, 2013	614,472
		Lyondell Chemical Co.
3,990,000		Term Loan, 7.12%, Maturing August 16, 2013	4,023,249
		Momentive Performance Material
1,725,000		Term Loan, 7.63%, Maturing December 4, 2013	1,739,878
		Mosaic Co.
1,418,400		Term Loan, 7.11%, Maturing December 21, 2012	1,431,993
		Nalco Co.
5,557,539		Term Loan, 7.11%, Maturing November 4, 2010	5,599,754
		PQ Corp.
1,254,535		Term Loan, 7.37%, Maturing February 10, 2012	1,261,069
		Professional Paint, Inc.
721,375		Term Loan, 7.63%, Maturing May 31, 2012	722,728
350,000		Term Loan, 11.13%, Maturing May 31, 2013	353,062
		Rockwood Specialties Group, Inc.
4,361,000		Term Loan, 7.36%, Maturing December 10, 2012	4,393,707
		Solo Cup Co.
2,638,231		Term Loan, 8.82%, Maturing February 27, 2011	2,683,368
550,000		Term Loan, 11.57%, Maturing March 31, 2012	563,406
		Solutia, Inc.
750,000		DIP Loan, 8.36%, Maturing March 31, 2007	756,094
		Wellman, Inc.
2,250,000		Term Loan, 9.37%, Maturing February 10, 2009	2,238,750
			$	59,856,323
Clothing/Textiles—0.7%
		Hanesbrands, Inc.
$	1,666,929	Term Loan, 7.61%, Maturing September 5, 2013	$	1,689,120
850,000		Term Loan, 9.11%, Maturing March 5, 2014	876,430

		Propex Fabrics, Inc.
$	843,005	Term Loan, 8.32%, Maturing July 31, 2012	$	845,112
		St. John Knits International, Inc.
577,673		Term Loan, 9.38%, Maturing March 23, 2012	580,561
		The William Carter Co.
638,309		Term Loan, 6.86%, Maturing July 14, 2012	639,406
			$	4,630,629
Conglomerates—3.2%
		Amsted Industries, Inc.
$	1,726,339	Term Loan, 7.36%, Maturing October 15, 2010	$	1,732,813
		Blount, Inc.
343,020		Term Loan, 7.09%, Maturing August 9, 2010	343,985
		Dundee Holding, Inc.
1,000,000		Term Loan, 8.07%, Maturing February 17, 2014	1,002,500
1,000,000		Term Loan, 8.57%, Maturing February 17, 2015	1,007,500
		Education Management, LLC
2,791,623		Term Loan, 7.88%, Maturing June 1, 2013	2,820,238
		Euramax International, Inc.
608,052		Term Loan, 8.13%, Maturing June 28, 2012	609,572
750,000		Term Loan, 12.36%, Maturing June 28, 2013	740,625
		Goodman Global Holdings, Inc.
890,839		Term Loan, 7.13%, Maturing December 23, 2011	892,324
		Jarden Corp.
1,474,695		Term Loan, 7.11%, Maturing January 24, 2012	1,477,922
2,617,083		Term Loan, 7.36%, Maturing January 24, 2012	2,626,489
		Johnson Diversey, Inc.
1,699,371		Term Loan, 7.87%, Maturing December 16, 2011	1,717,692
		Polymer Group, Inc.
2,549,250		Term Loan, 7.61%, Maturing November 22, 2012	2,554,030
		Rexnord Corp.
1,329,918		Term Loan, 7.88%, Maturing July 19, 2013	1,335,182
		RGIS Holdings, LLC
1,138,585		Term Loan, 7.86%, Maturing February 15, 2013	1,140,009
			$	20,000,881
Containers and Glass Products—4.8%
		Bluegrass Container Co.
$	1,641,750	Term Loan, 7.60%, Maturing June 30, 2013	$	1,661,656
284,848		Term Loan, 10.32%, Maturing December 30, 2013	289,869
890,152		Term Loan, 10.33%, Maturing December 30, 2013	905,840
		Consolidated Container Holding, LLC
1,170,000		Term Loan, 8.63%, Maturing December 15, 2008	1,175,850
		Crown Americas, LLC
618,750		Term Loan, 7.12%, Maturing November 15, 2012	620,838

		Graham Packaging Holdings Co.
$	4,312,000	Term Loan, 7.63%, Maturing October 7, 2011	$	4,353,197
372,152		Term Loan, 7.69%, Maturing October 7, 2011	375,707
1,428,571		Term Loan, 9.63%, Maturing April 7, 2012	1,446,071
		Graphic Packaging International, Inc.
5,163,055		Term Loan, 7.86%, Maturing August 8, 2010	5,228,398
		IPG (US), Inc.
2,135,838		Term Loan, 8.07%, Maturing July 28, 2011	2,142,512
		JSG Acquisitions
1,845,000		Term Loan, 7.74%, Maturing December 31, 2013	1,861,721
1,845,000		Term Loan, 8.24%, Maturing December 13, 2014	1,870,946
		Kranson Industries, Inc.
847,875		Term Loan, 8.11%, Maturing July 31, 2013	852,644
		Owens-Brockway Glass Container
1,588,438		Term Loan, 6.82%, Maturing June 14, 2013	1,592,210
		Smurfit-Stone Container Corp.
650,961		Term Loan, 4.73%, Maturing November 1, 2011	657,655
4,900,491		Term Loan, 7.63%, Maturing November 1, 2011	4,950,095
			$	29,985,209
Cosmetics/Toiletries—0.4%
		American Safety Razor Co.
$	900,000	Term Loan, 11.72%, Maturing July 31, 2014	$	915,750
		Prestige Brands, Inc.
1,750,500		Term Loan, 7.71%, Maturing April 7, 2011	1,765,453
			$	2,681,203
Drugs—1.5%
		Graceway Pharmaceuticals, LLC
$	1,000,000	Term Loan, 7.84%, Maturing December 29, 2011	$	1,006,875
		Graceway Pharmaceuticals, LLC.
500,000		Term Loan, 11.34%, Maturing December 29, 2012	507,500
		Patheon, Inc.
1,783,309		Term Loan, 9.57%, Maturing December 14, 2011	1,766,591
		Stiefel Laboratories, Inc.
758,427		Term Loan, 0.00%, Maturing December 28, 2013 (2)	766,959
991,573		Term Loan, 7.61%, Maturing December 28, 2013	1,002,728
750,000		Term Loan, 10.36%, Maturing June 28, 2014	766,875
		Warner Chilcott Corp.
787,328		Term Loan, 7.36%, Maturing January 18, 2012	791,930
2,716,335		Term Loan, 7.37%, Maturing January 18, 2012	2,732,343
			$	9,341,801
Ecological Services and Equipment—2.1%
		Allied Waste Industries, Inc.
$	1,297,702	Term Loan, 5.33%, Maturing January 15, 2012	$	1,305,880
2,926,157		Term Loan, 7.16%, Maturing January 15, 2012	2,941,519
		Duratek, Inc.
589,387		Term Loan, 7.63%, Maturing June 7, 2013	594,729

		Energysolutions, LLC
$	62,107	Term Loan, 7.57%, Maturing June 7, 2013	$	62,670
1,301,563		Term Loan, 7.63%, Maturing June 7, 2013	1,313,359
		Environmental Systems, Inc.
915,114		Term Loan, 8.85%, Maturing December 12, 2008	919,689
2,500,000		Term Loan, 15.36%, Maturing December 12, 2010	2,512,500
		IESI Corp.
970,588		Term Loan, 7.11%, Maturing January 20, 2012	974,228
		Sensus Metering Systems, Inc.
2,373,913		Term Loan, 7.39%, Maturing December 17, 2010	2,367,978
315,326		Term Loan, 7.41%, Maturing December 17, 2010	314,538
			$	13,307,090
Electronics/Electrical—4.9%
		Advanced Micro Devices, Inc.
$	2,415,696	Term Loan, 7.62%, Maturing December 31, 2013	$	2,439,442
		AMI Semiconductor, Inc.
1,827,025		Term Loan, 6.82%, Maturing April 1, 2012	1,825,883
		Aspect Software, Inc.
2,019,938		Term Loan, 8.38%, Maturing July 11, 2011	2,030,879
1,800,000		Term Loan, 12.44%, Maturing July 11, 2013	1,807,501
		Communications & Power, Inc.
425,926		Term Loan, 7.57%, Maturing July 23, 2010	427,789
		Enersys Capital, Inc.
1,072,500		Term Loan, 7.37%, Maturing March 17, 2011	1,079,203
		Epicor Software Corp.
372,188		Term Loan, 7.85%, Maturing March 30, 2012	373,816
		FCI International S.A.S.
425,000		Term Loan, 7.87%, Maturing November 1, 2013	428,438
425,000		Term Loan, 8.62%, Maturing November 1, 2013	430,563
		Freescale Semiconductor, Inc.
4,325,000		Term Loan, 7.37%, Maturing December 1, 2013	4,357,437
		Infor Enterprise Solutions Holdings
4,014,938		Term Loan, 9.12%, Maturing July 28, 2012	4,053,338
		Network Solutions, LLC
955,350		Term Loan, 10.36%, Maturing January 9, 2012	967,292
		Rayovac Corp.
3,453,516		Term Loan, 8.60%, Maturing February 7, 2012	3,470,476
		Sensata Technologies Finance Co.
1,796,000		Term Loan, 7.11%, Maturing April 27, 2013	1,792,970
		Telcordia Technologies, Inc.
2,685,928		Term Loan, 8.12%, Maturing September 15, 2012	2,662,007
		TTM Technologies, Inc.
590,625		Term Loan, 7.62%, Maturing October 27, 2012	593,578
		Verifone, Inc.
1,550,000		Term Loan, 7.12%, Maturing October 31, 2013	1,555,812
		Vertafore, Inc.
850,000		Term Loan, 11.40%, Maturing January 31, 2013	863,458

			$	31,159,882
Equipment Leasing—1.3%
		Awas Capital, Inc.
$	2,279,413	Term Loan, 11.38%, Maturing March 22, 2013	$	2,313,605
		Maxim Crane Works, L.P.
1,035,675		Term Loan, 7.32%, Maturing January 28, 2010	1,038,264
		Rental Service Corp.
1,150,000		Term Loan, 8.86%, Maturing November 30, 2013	1,172,102
		United Rentals, Inc.
1,121,250		Term Loan, 5.32%, Maturing February 14, 2011	1,133,631
2,469,745		Term Loan, 7.32%, Maturing February 14, 2011	2,497,016
			$	8,154,618

Farming/Agriculture — 0.3%
		Central Garden & Pet Co.
$	2,059,438	Term Loan, 6.82%, Maturing February 28, 2014	$	2,063,299
			$	2,063,299
Financial Intermediaries — 1.9%
		AIMCO Properties, L.P.
$	2,300,000	Term Loan, 6.91%, Maturing March 23, 2011	$	2,310,062
		Citgo III, Ltd.
250,000		Term Loan, 8.11%, Maturing August 3, 2013	252,187
250,000		Term Loan, 8.61%, Maturing August 3, 2014	253,125
		Coinstar, Inc.
523,467		Term Loan, 7.36%, Maturing July 7, 2011	526,738
		Grosvenor Capital Management
1,550,000		Term Loan, 7.63%, Maturing December 5, 2013	1,558,719
		IPayment, Inc.
942,875		Term Loan, 7.35%, Maturing May 10, 2013	941,107
		LPL Holdings, Inc.
3,597,813		Term Loan, 8.11%, Maturing June 30, 2013	3,642,224
		Oxford Acquisition III, Ltd.
1,250,000		Term loan, 7.75%, Maturing September 20, 2013	1,261,914
		The Macerich Partnership, L.P.
1,210,000		Term Loan, 6.88%, Maturing April 25, 2010	1,212,269
			$	11,958,345
Food Products — 2.9%
		Acosta, Inc.
$	3,086,370	Term Loan, 8.07%, Maturing July 28, 2013	$	3,119,805
		BF Bolthouse HoldCo, LLC
1,150,000		Term Loan, 10.86%, Maturing December 16, 2013	1,164,136
		Chiquita Brands, LLC
1,172,150		Term Loan, 8.38%, Maturing June 28, 2012	1,191,441
		Dole Food Company, Inc.
162,791		Term Loan, 5.23%, Maturing April 12, 2013	162,557
1,211,773		Term Loan, 7.46%, Maturing April 12, 2013	1,210,032
363,532		Term Loan, 7.55%, Maturing April 12, 2013	363,010
		Michael Foods, Inc.
3,152,042		Term Loan, 7.35%, Maturing November 21, 2010	3,167,147
		Pinnacle Foods Holdings Corp.
4,716,766		Term Loan, 7.36%, Maturing November 25, 2010	4,740,349
		QCE Finance, LLC
497,500		Term Loan, 7.63%, Maturing May 5, 2013	499,573
950,000		Term Loan, 11.11%, Maturing November 5, 2013	971,969
		Reddy Ice Group, Inc.
1,970,000		Term Loan, 7.11%, Maturing August 9, 2012	1,972,462
			$	18,562,481

Food Service — 2.4%
		AFC Enterprises, Inc.
$	490,516	Term Loan, 7.38%, Maturing May 23, 2009	$	492,969
		Buffets, Inc.
186,667		Term Loan, 5.27%, Maturing May 1, 2013	187,717
1,413,333		Term Loan, 8.36%, Maturing November 1, 2013	1,421,283
		Burger King Corp.
1,110,080		Term Loan, 6.88%, Maturing June 30, 2012	1,112,662
		Carrols Corp.
1,369,673		Term Loan, 7.88%, Maturing December 31, 2010	1,376,521
		CBRL Group, Inc.
1,777,126		Term Loan, 6.87%, Maturing April 27, 2013	1,781,791
		CKE Restaurants, Inc.
242,854		Term Loan, 7.38%, Maturing May 1, 2010	243,765
		Denny’s, Inc.
133,333		Term Loan, 7.52%, Maturing March 31, 2012	135,167
816,201		Term Loan, 7.61%, Maturing March 31, 2012	827,424
		Domino’s, Inc.
6,088,457		Term Loan, 6.88%, Maturing June 25, 2010	6,096,068
		NPC International, Inc.
395,833		Term Loan, 7.12%, Maturing May 3, 2013	395,957
		Nutro Products, Inc.
461,331		Term Loan, 7.36%, Maturing April 26, 2013	464,503
		Sagittarius Restaurants, LLC
397,000		Term Loan, 7.62%, Maturing March 29, 2013	398,861
			$	14,934,688
Food/Drug Retailers — 1.4%
		General Nutrition Centers, Inc.
$	1,000,000	Revolving Loan, 0.00%, Maturing December 5, 2009 (2)	$	972,500
581,027		Term Loan, 8.07%, Maturing December 5, 2009	584,114
		Supervalu, Inc.
1,488,750		Term Loan, 7.10%, Maturing June 1, 2012	1,497,199
		The Jean Coutu Group (PJC), Inc.
4,653,058		Term Loan, 7.88%, Maturing July 30, 2011	4,665,808
		The Pantry, Inc.
792,000		Term Loan, 7.07%, Maturing January 2, 2012	795,465
			$	8,515,086
Forest Products — 2.8%
		Appleton Papers, Inc.
$	1,570,155	Term Loan, 7.62%, Maturing June 11, 2010	$	1,579,969
		Boise Cascade Holdings, LLC
2,363,411		Term Loan, 7.11%, Maturing October 29, 2011	2,377,741
		Buckeye Technologies, Inc.
1,725,738		Term Loan, 7.42%, Maturing April 15, 2010	1,727,536

		Georgia Pacific Corp.
$	8,761,500	Term Loan, 7.35%, Maturing December 20, 2012	$	8,849,115
		NewPage Corp.
1,847,204		Term Loan, 7.63%, Maturing May 2, 2011	1,870,294
		Xerium Technologies, Inc.
1,268,189		Term Loan, 7.86%, Maturing May 18, 2012	1,267,396
			$	17,672,051
Healthcare — 10.3%
		Accellent, Inc.
$	1,346,500	Term Loan, 7.37%, Maturing November 22, 2012	$	1,348,183
		Alliance Imaging, Inc.
1,068,329		Term Loan, 7.88%, Maturing December 29, 2011	1,074,472
		American Medical Systems
1,629,613		Term Loan, 7.81%, Maturing July 20, 2012	1,631,650
		Ameripath, Inc.
863,475		Term Loan, 7.36%, Maturing October 31, 2012	864,878
		AMN Healthcare, Inc.
383,763		Term Loan, 7.11%, Maturing November 2, 2011	385,203
		AMR HoldCo, Inc.
1,898,537		Term Loan, 7.38%, Maturing February 10, 2012	1,906,843
		Community Health Systems, Inc.
7,078,537		Term Loan, 7.12%, Maturing August 19, 2011	7,099,554
1,995,000		Term Loan, 7.11%, Maturing February 29, 2012	2,000,923
		Concentra Operating Corp.
2,125,590		Term Loan, 7.38%, Maturing September 30, 2011	2,134,226
		Conmed Corp.
839,157		Term Loan, 7.38%, Maturing April 13, 2013	839,682
		CRC Health Corp.
995,006		Term Loan, 7.86%, Maturing February 6, 2013	1,006,511
		Davita, Inc.
6,231,671		Term Loan, 7.40%, Maturing October 5, 2012	6,286,198
		DJ Orthopedics, LLC
327,250		Term Loan, 6.88%, Maturing April 7, 2013	327,455
		Emdeon Business Services, LLC
1,713,576		Term Loan, 7.87%, Maturing November 16, 2013	1,723,930
		Encore Medical Finance, LLC
1,822,313		Term Loan, 7.87%, Maturing November 3, 2013	1,828,292
		FGX International, Inc.
600,000		Term Loan, 9.36%, Maturing December 12, 2012	598,500
333,000		Term Loan, 13.11%, Maturing December 9, 2013	319,680
		FHC Health Systems, Inc.
395,682		Term Loan, 12.12%, Maturing December 18, 2009	407,552
276,977		Term Loan, 14.12%, Maturing December 18, 2009	285,287
500,000		Term Loan, 15.12%, Maturing February 7, 2011	515,000
		Fresenius Medical Care Holdings
2,749,200		Term Loan, 6.74%, Maturing March 31, 2013	2,745,095

		Hanger Orthopedic Group, Inc.
$	721,380	Term Loan, 7.87%, Maturing May 30, 2013	$	725,894
		HCA, Inc.
6,775,000		Term Loan, 8.11%, Maturing November 18, 2013	6,844,390
		HealthSouth Corp.
2,114,375		Term Loan, 8.61%, Maturing March 10, 2013	2,136,973
		Kinetic Concepts, Inc.
1,306,298		Term Loan, 7.12%, Maturing October 3, 2009	1,312,422
		Leiner Health Products, Inc.
970,125		Term Loan, 8.88%, Maturing May 27, 2011	976,996
		Lifecare Holdings, Inc.
864,063		Term Loan, 7.57%, Maturing August 11, 2012	837,961
		Lifepoint Hospitals, Inc.
3,816,851		Term Loan, 6.95%, Maturing April 15, 2012	3,814,229
		Magellan Health Services, Inc.
1,111,111		Term Loan, 5.20%, Maturing August 15, 2008	1,113,889
833,333		Term Loan, 7.11%, Maturing August 15, 2008	835,417
		Matria Healthcare, Inc.
163,346		Term Loan, 7.37%, Maturing January 19, 2012	164,163
		Multiplan Merger Corp.
936,488		Term Loan, 7.82%, Maturing April 12, 2013	939,561
		Multiplan, Inc.
625,986		Term Loan, 7.82%, Maturing April 12, 2013	628,040
		National Mentor Holdings, Inc.
61,600		Term Loan, 5.32%, Maturing June 29, 2013	61,966
1,033,208		Term Loan, 7.87%, Maturing June 29, 2013	1,039,343
		National Rental Institutes, Inc.
870,625		Term Loan, 7.63%, Maturing March 31, 2013	873,890
		Radnet Management, Inc.
550,000		Term Loan, 8.85%, Maturing November 15, 2012	551,375
		Renal Advantage, Inc.
345,733		Term Loan, 7.86%, Maturing October 5, 2012	348,758
		Select Medical Holding Corp.
2,160,290		Term Loan, 7.11%, Maturing February 24, 2012	2,157,404
		Sunrise Medical Holdings, Inc.
675,653		Term Loan, 8.88%, Maturing May 13, 2010	673,964
		Vanguard Health Holding Co., LLC
2,193,117		Term Loan, 7.61%, Maturing September 23, 2011	2,215,048
		VWR International, Inc.
1,568,052		Term Loan, 7.61%, Maturing April 7, 2011	1,573,443
			$	65,154,240

Home Furnishings—1.6%
		Interline Brands, Inc.
$	1,688,951	Term Loan, 7.07%, Maturing June 23, 2013	$	1,692,118
		Knoll, Inc.
1,639,754		Term Loan, 7.11%, Maturing October 3, 2012	1,652,052
		National Bedding Co., LLC
550,000		Term Loan, 10.36%, Maturing August 31, 2012	557,562
		Sealy Mattress Co.
3,000,000		Term Loan, 6.61%, Maturing August 25, 2011	2,975,625
		Simmons Co.
2,889,682		Term Loan, 7.41%, Maturing December 19, 2011	2,917,374
			$	9,794,731
Industrial Equipment—2.3%
		Aearo Technologies, Inc.
$	400,000	Term Loan, 11.86%, Maturing September 24, 2013	$	406,000
		Alliance Laundry Holdings, LLC
859,064		Term Loan, 7.60%, Maturing January 27, 2012	866,581
		Douglas Dynamics Holdings, Inc.
859,426		Term Loan, 7.11%, Maturing December 16, 2010	857,277
		Flowserve Corp.
2,000,288		Term Loan, 6.88%, Maturing August 10, 2012	2,002,164
		Generac Acquisition Corp.
1,782,000		Term Loan, 7.86%, Maturing November 7, 2013	1,788,682
500,000		Term Loan, 11.36%, Maturing April 7, 2014	498,750
		Gleason Corp.
594,848		Term Loan, 7.88%, Maturing June 30, 2013	599,682
400,000		Term Loan, 10.88%, Maturing December 31, 2013	405,250
		John Maneely Co.
3,133,268		Term Loan, 8.62%, Maturing December 8, 2013	3,141,885
		PP Acquisition Corp.
2,478,055		Term Loan, 8.32%, Maturing November 12, 2011	2,496,640
		Terex Corp.
721,375		Term Loan, 7.11%, Maturing July 13, 2013	724,080
		TFS Acquisition Corp.
698,250		Term Loan, 8.92%, Maturing August 11, 2013	703,487
			$	14,490,478
Insurance—1.4%
		Applied Systems, Inc.
$	1,346,625	Term Loan, 8.17%, Maturing September 26, 2013	$	1,354,621
		ARG Holding, Inc.
1,250,000		Term Loan, 12.69%, Maturing November 30, 2012	1,264,062
		CCC Information Services Group
693,519		Term Loan, 7.87%, Maturing February 10, 2013	696,986
		Conseco, Inc.
2,768,063		Term Loan, 7.32%, Maturing October 10, 2013	2,783,633

		Crawford & Company
$	1,329,833	Term Loan, 7.86%, Maturing October 31, 2013	$	1,336,899
		U.S.I. Holdings Corp.
1,617,738		Term Loan, 7.61%, Maturing March 24, 2011	1,619,761
			$	9,055,962
Leisure Goods/Activities/Movies—8.9%
		24 Hour Fitness Worldwide, Inc.
$	1,662,438	Term Loan, 7.86%, Maturing June 8, 2012	$	1,675,945
		Alliance Atlantis Communications, Inc.
614,063		Term Loan, 6.86%, Maturing December 31, 2011	614,446
		AMC Entertainment, Inc.
1,856,250		Term Loan, 7.45%, Maturing January 26, 2013	1,875,442
		AMF Bowling Worldwide, Inc.
1,068,469		Term Loan, 8.41%, Maturing August 27, 2009	1,075,815
		Bombardier Recreational Product
1,822,785		Term Loan, 7.89%, Maturing June 28, 2013	1,834,937
		Butterfly Wendel US, Inc.
300,000		Term Loan, 8.08%, Maturing June 22, 2013	304,453
300,000		Term Loan, 7.83%, Maturing June 22, 2014	302,953
		Cedar Fair, L.P.
3,034,750		Term Loan, 7.82%, Maturing August 30, 2012	3,069,082
		Cinemark, Inc.
3,640,875		Term Loan, 7.38%, Maturing October 5, 2013	3,681,267
		Deluxe Entertainment Services
878,750		Term Loan, 8.36%, Maturing January 28, 2011	909,506
		Easton-Bell Sports, Inc.
545,875		Term Loan, 7.07%, Maturing March 16, 2012	547,240
		Fender Musical Instruments Co.
705,000		Term Loan, 11.33%, Maturing October 1, 2012	711,609
		Mega Blocks, Inc.
1,625,250		Term Loan, 7.15%, Maturing July 26, 2012	1,627,282
		Metro-Goldwyn-Mayer Holdings, Inc.
8,997,013		Term Loan, 8.61%, Maturing April 8, 2012	9,026,883
		Regal Cinemas Corp.
4,039,876		Term Loan, 7.11%, Maturing November 10, 2010	4,050,698
		Revolution Studios
1,800,000		Term Loan, 9.07%, Maturing December 21, 2014	1,813,500
800,000		Term Loan, 12.35%, Maturing June 21, 2015	798,000
		Six Flags Theme Parks, Inc.
7,724,558		Term Loan, 8.61%, Maturing June 30, 2009	7,821,115
		Southwest Sports Group, LLC
1,875,000		Term Loan, 7.88%, Maturing December 22, 2010	1,875,587
		Universal City Development Partners, Ltd.
1,721,345		Term Loan, 7.37%, Maturing June 9, 2011	1,729,952
		WMG Acquisition Corp.
875,000		Revolving Loan, 0.00%, Maturing February 28, 2010 (2)	853,125
9,810,574		Term Loan, 7.37%, Maturing February 28, 2011	9,873,734
			$	56,072,571

Lodging and Casinos—4.2%
		Ameristar Casinos, Inc.
$	1,089,000	Term Loan, 6.82%, Maturing November 10, 2012	$	1,091,178
		Bally Technologies, Inc.
4,880,414		Term Loan, 8.61%, Maturing September 5, 2009	4,898,715
		CCM Merger, Inc.
2,451,440		Term Loan, 7.36%, Maturing April 25, 2012	2,460,939
		Fairmont Hotels and Resorts, Inc.
525,229		Term Loan, 8.57%, Maturing May 12, 2011	529,825
		Green Valley Ranch Gaming, LLC
1,225,001		Term Loan, 7.36%, Maturing December 31, 2010	1,226,341
		Isle of Capri Casinos, Inc.
2,229,500		Term Loan, 7.11%, Maturing February 4, 2012	2,240,648
		Penn National Gaming, Inc.
6,487,875		Term Loan, 7.12%, Maturing October 3, 2012	6,538,565
		Pinnacle Entertainment, Inc.
700,000		Term Loan, 0.00%, Maturing December 14, 2011 (2)	699,854
625,000		Term Loan, 7.32%, Maturing December 14, 2011	629,531
		Venetian Casino Resort, LLC
4,141,202		Term Loan, 7.12%, Maturing June 15, 2011	4,175,048
		VML US Finance, LLC
441,667		Term Loan, 0.00%, Maturing May 25, 2012 (2)	443,185
883,333		Term Loan, 8.12%, Maturing May 25, 2013	894,375
		Wimar Opco, LLC.
725,000		Term Loan, 7.86%, Maturing January 3, 2012	725,000
			$	26,553,204
Nonferrous Metals/Minerals—1.8%
		Almatis Holdings 5 BV
$	325,000	Term Loan, 7.86%, Maturing December 21, 2013	$	328,783
325,000		Term Loan, 8.36%, Maturing December 21, 2014	330,256
		Alpha Natural Resources, LLC
866,250		Term Loan, 7.11%, Maturing October 26, 2012	869,228
		Carmeuse Lime, Inc.
569,867		Term Loan, 7.13%, Maturing May 2, 2011	572,004
		Longyear Global Holdings, Inc.
1,197,000		Term Loan, 8.61%, Maturing October 6, 2012	1,205,729
		Magnequench International, Inc.
1,200,063		Term Loan, 8.88%, Maturing August 31, 2009	1,204,563
		Magnum Coal Co.
186,364		Term Loan, 8.57%, Maturing March 15, 2013	186,364
1,849,659		Term Loan, 8.62%, Maturing March 15, 2013	1,849,659
		Murray Energy Corp.
913,725		Term Loan, 8.37%, Maturing January 28, 2010	922,862
		Novelis, Inc.
2,908,764		Term Loan, 7.62%, Maturing January 6, 2012	2,921,231

		Thompson Creek Metals Co.
$	1,125,000	Term Loan, 10.13%, Maturing October 26, 2012	$	1,144,688
			$	11,535,367
Oil and Gas—3.0%
		Concho Resources, Inc.
$	2,164,125	Term Loan, 9.36%, Maturing July 6, 2011 (3)	$	2,149,625
		El Paso Corp.
1,350,000		Term Loan, 5.23%, Maturing July 31, 2011	1,357,910
		Epco Holdings, Inc.
421,915		Term Loan, 7.12%, Maturing August 18, 2008	423,036
1,867,195		Term Loan, 7.36%, Maturing August 18, 2010	1,882,867
		Goldking Energy Corp.
1,000,000		Term Loan, 10.36%, Maturing December 20, 2011 (3)	1,006,000
		Key Energy Services, Inc.
1,183,050		Term Loan, 7.84%, Maturing June 30, 2012	1,190,444
		Niska Gas Storage
421,989		Term Loan, 7.10%, Maturing May 13, 2011	423,044
258,952		Term Loan, 7.14%, Maturing May 13, 2011	259,397
1,356,883		Term Loan, 7.15%, Maturing May 12, 2013	1,359,215
		Petroleum Geo-Services ASA
680,717		Term Loan, 7.61%, Maturing December 16, 2012	685,992
		Primary Natural Resources, Inc.
1,538,375		Term Loan, 9.36%, Maturing July 28, 2010 (3)	1,528,068
		Targa Resources, Inc.
1,685,000		Term Loan, 7.60%, Maturing October 31, 2007	1,687,238
2,245,607		Term Loan, 7.61%, Maturing October 31, 2012	2,262,799
1,365,968		Term Loan, 7.62%, Maturing October 31, 2012	1,376,426
		W&T Offshore, Inc.
1,075,000		Term Loan, 7.62%, Maturing May 26, 2010	1,082,839
			$	18,674,900

Publishing — 7.8%
		American Media Operations, Inc.
$	4,275,000	Term Loan, 8.37%, Maturing January 31, 2013	$	4,305,280
		CBD Media, LLC
1,738,821		Term Loan, 7.70%, Maturing December 31, 2009	1,753,310
		Dex Media East, LLC
5,046,437		Term Loan, 6.87%, Maturing May 8, 2009	5,049,879
		Dex Media West, LLC
3,089,769		Term Loan, 6.86%, Maturing March 9, 2010	3,092,578
		Gatehouse Media Operating, Inc.
1,664,211		Term Loan, 7.57%, Maturing June 6, 2013	1,670,105
		Hanley-Wood, LLC
53,960		Term Loan, 7.61%, Maturing August 1, 2012	54,050
455,183		Term Loan, 7.62%, Maturing August 1, 2012	455,942
		Idearc, Inc.
7,475,000		Term Loan, 7.33%, Maturing November 17, 2014	7,539,704
		Medianews Group, Inc.
970,125		Term Loan, 7.07%, Maturing August 2, 2013	972,146
		Merrill Communications, LLC
1,300,550		Term Loan, 7.59%, Maturing February 9, 2009	1,306,850
1,500,000		Term Loan, 11.82%, Maturing November 15, 2013	1,500,000
		Nebraska Book Co., Inc.
1,407,601		Term Loan, 7.88%, Maturing March 4, 2011	1,414,639
		Philadelphia Newspapers, LLC
746,250		Term Loan, 8.12%, Maturing June 29, 2013	747,494
		R.H. Donnelley Corp.
64,594		Term Loan, 6.61%, Maturing December 31, 2009	64,438
3,246,209		Term Loan, 6.87%, Maturing June 30, 2010	3,245,196
		Riverdeep Interactive Learning USA, Inc.
1,950,000		Term Loan, 8.10%, Maturing December 20, 2013	1,973,156
		SGS International, Inc.
693,000		Term Loan, 7.87%, Maturing December 30, 2011	696,465
		Source Media, Inc.
1,757,909		Term Loan, 7.61%, Maturing November 8, 2011	1,769,446
		SP Newsprint Co.
3,866,667		Term Loan, 5.35%, Maturing January 9, 2010	3,883,583
		Sun Media Corp.
1,160,704		Term Loan, 7.11%, Maturing February 7, 2009	1,164,089
		Xsys US, Inc.
1,872,229		Term Loan, 7.87%, Maturing September 27, 2013	1,893,878
1,896,271		Term Loan, 8.37%, Maturing September 27, 2014	1,918,197
		Yell Group, PLC
2,600,000		Term Loan, 7.32%, Maturing February 10, 2013	2,624,645
			$	49,095,070

Radio and Television — 5.1%
		ALM Media Holdings, Inc.
$	1,101,824	Term Loan, 7.86%, Maturing March 4, 2010	$	1,104,924
		Block Communications, Inc.
841,500		Term Loan, 7.36%, Maturing December 22, 2011	843,078
		CMP KC, LLC
983,688		Term Loan, 9.38%, Maturing May 5, 2013	984,917
		CMP Susquehanna Corp.
1,343,000		Term Loan, 7.40%, Maturing May 5, 2013	1,353,073
		Cumulus Media, Inc.
1,442,750		Term Loan, 7.33%, Maturing June 7, 2013	1,451,917
		DirecTV Holdings, LLC
3,069,246		Term Loan, 6.82%, Maturing April 13, 2013	3,084,243
		Emmis Operating Co.
825,000		Term Loan, 7.32%, Maturing November 2, 2013	831,381
		Entravision Communications Corp.
1,305,125		Term Loan, 6.86%, Maturing September 29, 2013	1,308,659
		Gray Television, Inc.
1,262,250		Term Loan, 6.85%, Maturing November 22, 2015	1,262,813
		HEI Acquisition, LLC
575,000		Term Loan, 8.61%, Maturing December 31, 2011	575,719
		HIT Entertainment, Inc.
1,009,625		Term Loan, 7.60%, Maturing March 20, 2012	1,018,775
		Intelsat Subsidiary Holding Co.
972,563		Term Loan, 7.36%, Maturing July 3, 2013	984,355
		NEP Supershooters, L.P.
1,916,927		Term Loan, 13.32%, Maturing August 3, 2011	1,926,512
		Nexstar Broadcasting, Inc.
3,522,595		Term Loan, 7.11%, Maturing October 1, 2012	3,519,294
		NextMedia Operating, Inc.
419,690		Term Loan, 7.32%, Maturing November 15, 2012	419,533
		PanAmSat Corp.
2,468,813		Term Loan, 7.86%, Maturing January 3, 2014	2,496,757
		Patriot Media and Communications CNJ, LLC
500,000		Term Loan, 10.50%, Maturing October 6, 2013	507,500
		Paxson Communications Corp.
2,500,000		Term Loan, 8.61%, Maturing January 15, 2012	2,557,813
		Raycom TV Broadcasting, LLC
2,795,663		Term Loan, 6.88%, Maturing August 28, 2013	2,786,927
		SFX Entertainment
1,386,000		Term Loan, 8.10%, Maturing June 21, 2013	1,388,599
		Young Broadcasting, Inc.
1,716,475		Term Loan, 7.94%, Maturing November 3, 2012	1,722,376
			$	32,129,165

Rail Industries — 0.7%
		Kansas City Southern Railway Co.
$	2,014,875	Term Loan, 7.08%, Maturing March 30, 2008	$	2,019,912
		Railamerica, Inc.
2,619,036		Term Loan, 7.38%, Maturing September 29, 2011	2,627,221
			$	4,647,133
Retailers (Except Food and Drug) — 3.8%
		Advantage Sales & Marketing, Inc.
$	843,625	Term Loan, 7.43%, Maturing March 29, 2013	$	846,444
		American Achievement Corp.
440,608		Term Loan, 7.58%, Maturing March 25, 2011	443,912
		Amscan Holdings, Inc.
1,414,313		Term Loan, 8.39%, Maturing December 23, 2012	1,432,655
		Coinmach Laundry Corp.
3,485,877		Term Loan, 7.87%, Maturing December 19, 2012	3,520,192
		Cumberland Farms, Inc.
1,571,063		Term Loan, 7.37%, Maturing September 29, 2013	1,578,918
		Harbor Freight Tools USA, Inc.
1,805,954		Term Loan, 7.12%, Maturing July 15, 2010	1,806,520
		Home Interiors & Gifts, Inc.
1,023,245		Term Loan, 10.39%, Maturing March 31, 2011	762,318
		Josten’s Corp.
3,417,787		Term Loan, 7.37%, Maturing October 4, 2011	3,438,438
		Mapco Express, Inc.
542,883		Term Loan, 8.10%, Maturing April 28, 2011	547,633
		Mauser Werke GMBH & Co. KG
1,175,000		Term Loan, 8.10%, Maturing December 3, 2011	1,182,344
		Neiman Marcus Group, Inc.
839,241		Term Loan, 7.60%, Maturing April 5, 2013	849,043
		Oriental Trading Co., Inc.
875,000		Term Loan, 11.47%, Maturing January 31, 2013	878,008
1,641,750		Term Loan, 8.17%, Maturing July 31, 2013	1,650,985
		Petro Stopping Center, L.P.
531,250		Term Loan, 7.63%, Maturing February 9, 2007	533,906
		Rent-A-Center, Inc.
1,122,180		Term Loan, 7.12%, Maturing November 15, 2012	1,126,564
		Rover Acquisition Corp.
2,250,000		Term Loan, 8.10%, Maturing October 26, 2013	2,277,657
		Savers, Inc.
748,125		Term Loan, 8.11%, Maturing August 11, 2012	754,672
		Stewert Enterprises, Inc.
358,091		Term Loan, 7.18%, Maturing November 19, 2011	359,434
			$	23,989,643

Steel — 0.1%
		Gibraltar Industries, Inc.
$	471,168	Term Loan, 7.13%, Maturing December 8, 2010	$	470,874
			$	470,874
Surface Transport — 0.9%
		Gainey Corp.
$	771,125	Term Loan, 8.16%, Maturing April 20, 2012	$	777,390
		Horizon Lines, LLC
831,493		Term Loan, 7.62%, Maturing July 7, 2011	835,911
		Oshkosh Truck Corp.
1,950,000		Term Loan, 7.35%, Maturing December 6, 2013	1,962,622
		Ozburn-Hessey Holding Co., LLC
497,052		Term Loan, 8.63%, Maturing August 9, 2012	497,674
		Sirva Worldwide, Inc.
1,621,268		Term Loan, 11.60%, Maturing December 1, 2010	1,542,232
			$	5,615,829
Telecommunications — 4.5%
		Alaska Communications Systems Holdings, Inc.
$	990,000	Term Loan, 7.11%, Maturing February 1, 2012	$	993,300
		Asurion Corp.
1,153,533		Term Loan, 8.32%, Maturing July 13, 2012	1,160,022
900,000		Term Loan, 11.57%, Maturing January 13, 2013	915,188
		Centennial Cellular Operating Co., LLC
4,445,833		Term Loan, 7.61%, Maturing February 9, 2011	4,484,272
		Consolidated Communications, Inc.
2,563,752		Term Loan, 7.37%, Maturing July 27, 2015	2,577,373
		Fairpoint Communications, Inc.
2,980,000		Term Loan, 7.13%, Maturing February 8, 2012	2,990,245
		Hawaiian Telcom Communications, Inc.
745,000		Term Loan, 7.62%, Maturing October 31, 2012	746,552
		Iowa Telecommunications Services
2,616,000		Term Loan, 7.12%, Maturing November 23, 2011	2,630,715
		IPC Acquisition Corp.
648,375		Term Loan, 7.86%, Maturing September 29, 2013	655,940
		Madison River Capital, LLC
529,905		Term Loan, 7.61%, Maturing July 29, 2012	531,478
		NTelos, Inc.
1,195,643		Term Loan, 7.57%, Maturing August 24, 2011	1,202,966
		Stratos Global Corp.
1,050,000		Term Loan, 8.11%, Maturing February 13, 2012	1,052,078
		Triton PCS, Inc.
2,738,557		Term Loan, 8.61%, Maturing November 18, 2009	2,761,950
		Westcom Corp.
685,300		Term Loan, 8.15%, Maturing December 17, 2010	686,156
1,000,000		Term Loan, 12.36%, Maturing May 17, 2011	1,008,125

		Windstream Corp.
$	4,225,000	Term Loan, 7.11%, Maturing July 17, 2013	$	4,262,957
			$	28,659,317
Utilities — 3.2%
		Astoria Generating Co.
$	1,000,000	Term Loan, 9.12%, Maturing August 23, 2013	$	1,015,208
		BRSP, LLC
1,900,000		Term Loan, 8.37%, Maturing July 13, 2009	1,909,500
		Cogentrix Delaware Holdings, Inc.
523,817		Term Loan, 6.87%, Maturing April 14, 2012	525,291
		Covanta Energy Corp.
988,618		Term Loan, 5.31%, Maturing June 24, 2012	994,797
704,903		Term Loan, 7.60%, Maturing May 27, 2013	709,309
471,250		Term Loan, 10.82%, Maturing June 24, 2013	481,559
		Elster Group GmbH (Ruhrgas)
317,225		Term Loan, 7.86%, Maturing June 12, 2013	320,695
317,225		Term Loan, 8.36%, Maturing June 12, 2014	322,281
		La Paloma Generating Co., LLC
52,459		Term Loan, 7.07%, Maturing August 16, 2012	52,197
324,154		Term Loan, 7.11%, Maturing August 16, 2012	322,533
		LSP General Finance Co., LLC
889,147		Term Loan, 7.11%, Maturing April 14, 2013	892,481
		Mirant North America, LLC.
1,089,000		Term Loan, 7.07%, Maturing January 3, 2013	1,092,478
		NRG Energy, Inc.
8,850,865		Term Loan, 7.36%, Maturing February 1, 2013	8,938,010
		Pike Electric, Inc.
234,713		Term Loan, 6.88%, Maturing July 1, 2012	234,786
545,327		Term Loan, 6.88%, Maturing December 10, 2012	545,498
		Vulcan Energy Corp.
1,580,293		Term Loan, 6.87%, Maturing July 23, 2010	1,582,268
			$	19,938,891
Total Senior, Floating Rate Interests (identified cost $861,698,929)			$	866,307,959

Corporate Bonds & Notes — 15.5%

Principal Amount (000’s omitted)		Security	Value
Aerospace and Defense — 0.2%
		Alion Science and Technologies, Sr. Notes
$	275	10.25%, 2/1/15 (4)	$	278,437
		Argo Tech Corp., Sr. Notes
880		9.25%, 6/1/11	957,000
		Bombardier, Inc., Sr. Notes
130		8.00%, 11/15/14 (4)	134,875
		DRS Technologies, Inc., Sr. Sub. Notes
80		7.625%, 2/1/18	81,800
			$	1,452,112
Air Transport — 0.1%
		Continental Airlines
$	285	7.033%, 6/15/11	$	284,735
		Delta Airlines
1,000		7.90%, 12/15/09 (5)	617,500
			$	902,235
Automotive — 0.4%
		Altra Industrial Motion, Inc.
$	225	9.00%, 12/1/11	$	233,437
		Commercial Vehicle Group, Inc., Sr. Notes
100		8.00%, 7/1/13	98,750
		Ford Motor Credit Co., Sr. Notes
15		9.875%, 8/10/11	16,075
		Ford Motor Credit Co., Sr. Notes, Variable Rate
500		8.11%, 1/13/12	502,664
		Ford Motor Credit Co., Variable Rate
990		8.371%, 11/2/07	1,004,512
		GoodYear Tire and Rubber Co., Sr. Notes
125		8.625%, 12/1/11 (4)	132,187
		GoodYear Tire and Rubber Co., Sr. Notes, Variable Rate
180		9.14%, 12/9/09 (4)	182,250
		Tenneco Automotive, Inc., Series B
340		10.25%, 7/15/13	373,575
		Tenneco Automotive, Inc., Sr. Sub. Notes
255		8.625%, 11/15/14	265,837
		Titan International, Inc., Sr. Notes
145		8.00%, 1/15/12 (4)	146,450
			$	2,955,737

Brokers/Dealers/Investment Houses — 0.1%
		Residential Capital Corp., Sub. Notes, Variable Rate
$	490	7.19%, 4/17/09 (4)	$	491,989
			$	491,989
Building and Development — 1.0%
		Collins & Aikman Floor Cover
$	300	9.75%, 2/15/10	$	308,250
		General Cable Corp., Sr. Notes
115		9.50%, 11/15/10	121,900
		Grohe Holding GMBH
2,000		EUR 6.62%, 1/15/14	2,611,894
		Interface, Inc.
500		10.375%, 2/1/10	555,000
		Mueller Group, Inc., Sr. Sub. Notes
412		10.00%, 5/1/12	447,020
		Mueller Holdings, Inc., (0.00% until 4/15/09)
197		14.75%, 4/15/14	180,255
		Nortek, Inc., Sr. Sub. Notes
850		8.50%, 9/1/14	847,875
		NTK Holdings, Inc., Sr. Disc. Notes
325		10.75%, 3/1/14	240,500
		Panolam Industries International, Sr. Sub. Notes
355		10.75%, 10/1/13 (4)	378,075
		Stanley-Martin Co.
80		9.75%, 8/15/15	70,800
			$	5,761,569
Business Equipment and Services — 0.8%
		Activant Solutions, Inc., Sr. Sub. Notes
$	95	9.50%, 5/1/16 (4)	$	92,625
		Affinion Group, Inc.
95		10.125%, 10/15/13	102,600
135		11.50%, 10/15/15	145,800
		Aramark Corp., Sr. Notes
265		8.50%, 2/1/15 (4)	272,619
140		8.86%, 2/1/15 (4)	143,500
		Hertz Corp.
530		8.875%, 1/1/14	565,775
		Hydrochem Industrial Services, Inc., Sr. Sub Notes
200		9.25%, 2/15/13 (4)	205,000
		Knowledge Learning Center, Sr. Sub. Notes
160		7.75%, 2/1/15 (4)	156,400
		Lamar Media Corp., Sr. Sub. Notes
130		6.625%, 8/15/15	128,700

		Norcross Safety Products, LLC/Norcross Capital Corp., Sr. Sub. Notes, Series B
$	40	9.875%, 8/15/11	$	42,800
		Sabre Holdings Corp.
645		7.35%, 8/1/11	627,906
		Safety Products Holdings, Inc. Sr. Notes (PIK)
429		11.75%, 1/1/12 (3)	458,611
		Sungard Data Systems, Inc.
265		9.125%, 8/15/13	280,237
		Sungard Data Systems, Inc., Variable Rate
100		9.973%, 8/15/13	104,750
		United Rentals North America, Inc.
415		6.50%, 2/15/12	410,850
		West Corp., Sr. Notes
520		9.50%, 10/15/14 (4)	529,100
			$	4,267,273
Cable and Satellite Television — 0.6%
		Cablevision Systems Corp., Sr. Notes, Series B, Variable Rate
$	415	9.87%, 4/1/09	$	441,975
		CCH I, LLC/CCH I Capital Co.
295		11.00%, 10/1/15	306,062
		CCO Holdings, LLC / CCO Capital Corp., Sr. Notes
730		8.75%, 11/15/13	755,550
		CSC Holdings, Inc., Series B
130		8.125%, 8/15/09	135,362
35		7.625%, 4/1/11	36,225
		CSC Holdings, Inc., Sr. Notes
20		8.125%, 7/15/09	20,825
		Insight Communications, Sr. Disc. Notes
400		12.25%, 2/15/11	418,500
		Kabel Deutschland GMBH
190		10.625%, 7/1/14	213,037
		Mediacom Broadband Corp., LLC, Sr. Notes
240		8.50%, 10/15/15 (4)	244,200
		National Cable, PLC
135		8.75%, 4/15/14	140,737
		UGS Corp.
1,225		10.00%, 6/1/12	1,347,500
			$	4,059,973
Chemicals and Plastics — 0.8%
		BCP Crystal Holdings Corp., Sr. Sub. Notes
$	312	9.625%, 6/15/14	$	346,320
		Crystal US Holdings / US Holdings 3, LLC, Sr. Disc. Notes, Series B
312		10.50%, 10/1/14	273,000

		Equistar Chemical, Sr. Notes
$	115	10.625%, 5/1/11	$	122,475
		Huntsman, LLC
272		11.625%, 10/15/10	297,840
		Lyondell Chemical Co., Sr. Notes
938		10.50%, 6/1/13	1,040,007
		Mosaic Co., Sr. Notes
125		7.375%, 12/1/14 (4)	127,187
125		7.625%, 12/1/16 (4)	128,437
		Nova Chemicals Corp., Sr. Notes, Variable Rate
195		8.502%, 11/15/13	195,000
		OM Group, Inc.
1,765		9.25%, 12/15/11	1,842,219
		Reichhold Industries, Inc., Sr. Notes
395		9.00%, 8/15/14 (4)	405,862
			$	4,778,347
Clothing/Textiles — 0.5%
		Hanesbrands, Inc., Sr. Notes, Variable Rate
$	395	8.735%, 12/15/14 (4)	$	407,837
		Levi Strauss & Co., Sr. Notes
830		12.25%, 12/15/12	922,337
140		9.75%, 1/15/15	151,900
420		8.875%, 4/1/16	441,000
		Levi Strauss & Co., Sr. Notes, Variable Rate
380		10.11%, 4/1/12	391,400
		Oxford Industries, Inc., Sr. Notes
735		8.875%, 6/1/11	764,400
		Perry Ellis International, Inc., Sr. Sub. Notes
215		8.875%, 9/15/13	220,375
		Phillips Van-Heusen, Sr. Notes
155		7.25%, 2/15/11	158,875
			$	3,458,124
Conglomerates — 0.3%
		Amsted Industries, Inc., Sr. Notes
$	615	10.25%, 10/15/11 (4)	$	661,894
		Education Management, LLC
275		8.75%, 6/1/14	290,125
390		10.25%, 6/1/16	421,200
		Goodman Global Holdings, Inc., Sr. Notes, Variable Rate
210		8.36%, 6/15/12	213,150
		RBS Global and Rexnord Corp.
175		9.50%, 8/1/14	182,000
			$	1,768,369

Containers and Glass Products — 0.4%
		Berry Plastics Holding Corp.
$	400	8.875%, 9/15/14 (4)	$	415,000
		Berry Plastics Holding Corp., Variable Rate
110		9.235%, 9/15/14 (4)	113,575
		Intertape Polymer US, Inc., Sr. Sub. Notes
310		8.50%, 8/1/14	285,200
		Pliant Corp. (PIK)
1,210		11.85%, 6/15/09 (3)	1,328,089
		Smurfit-Stone Container Corp., Sr. Notes
35		9.75%, 2/1/11	36,312
			$	2,178,176
Ecological Services and Equipment — 0.2%
		Aleris International, Inc., Sr. Notes
$	215	9.00%, 12/15/14 (4)	$	224,137
		Aleris International, Inc., Sr. Sub. Notes
630		10.00%, 12/15/16 (4)	655,200
		Waste Services, Inc., Sr. Sub. Notes
440		9.50%, 4/15/14	459,800
			$	1,339,137
Electronics/Electrical — 0.2%
		Avago Technologies Finance, Sr. Notes
$	135	10.375%, 12/1/13 (4)	$	143,775
		Avago Technologies Finance, Sr. Sub. Notes
70		11.875%, 12/1/15 (4)	77,000
		CPI Holdco, Inc., Sr. Notes, Variable Rate
95		11.298%, 2/1/15	97,234
		Freescale Semiconductor, Sr. Notes
90		9.125%, 12/15/14 (4)	89,887
		NXP BV/ NXP Funding, LLC, Variable Rate
775		8.11%, 10/15/13 (4)	793,406
		Open Solutions, Inc., Sr. Sub. Notes
55		9.75%, 2/1/15 (4)	56,375
			$	1,257,677

Equipment Leasing — 0.0%
		Rental Service Corp.
$	90	9.50%, 12/1/14 (4)	$	94,500
			$	94,500
Financial Intermediaries — 2.1%
		Alzette, Variable Rate
$	750	11.86%, 12/15/20 (4)	$	771,562
		Avalon Capital Ltd. 3, Series 1A, Class D, Variable Rate
760		7.32%, 2/24/19 (4)	764,595
		Babson Ltd., 2005-1A, Class C1, Variable Rate
1,000		7.31%, 4/15/19 (4)	1,016,007
		Bryant Park CDO Ltd., Series 2005-1A, Class C, Variable Rate
1,000		7.41%, 1/15/19 (4)	1,018,505
		Carlyle High Yield Partners, Series 2004-6A, Class C, Variable Rate
1,000		7.83%, 8/11/16 (4)	1,016,763
		Centurion CDO 8 Ltd., Series 2005-8A, Class D, Variable Rate
1,000		10.90%, 3/8/17	1,055,867
		Centurion CDO 9 Ltd., Series 2005-9A
750		9.35%, 7/17/19	777,745
		Dryden Leveraged Loan, Series 2004-6A, Class C1, Variable Rate
1,500		7.926%, 7/30/16 (4)	1,540,872
		First CLO, Ltd., Sr. Sub. Notes, Variable Rate
1,000		7.68%, 7/27/16 (4)	1,013,838
		Ford Motor Credit Co.
200		6.625%, 6/16/08	199,953
715		7.375%, 10/28/09	719,969
340		7.875%, 6/15/10	345,244
		General Motors Acceptance Corp.
195		5.125%, 5/9/08	192,504
100		5.85%, 1/14/09	99,482
40		7.00%, 2/1/12	40,851
1,050		8.00%, 11/1/31	1,185,280
		Sonata Securities S.A., Series 2006-5
750		8.75%, 6/27/07	757,204
		Sonata Securities S.A., Series 2006-6
750		8.75%, 6/27/07	757,144
			$	13,273,385
Food Products — 0.5%
		ASG Consolidated, LLC / ASG Finance, Inc., Sr. Disc. Notes
$	495	11.50%, 11/1/11	$	447,975
		Nutro Products, Inc., Sr. Notes, Variable Rate
80		9.40%, 10/15/13 (4)	83,000
		Pierre Foods, Inc., Sr. Sub. Notes
320		9.875%, 7/15/12	332,000

		Pinnacle Foods Holdings Corp., Sr. Sub. Notes
$	2,175	8.25%, 12/1/13	$	2,234,812
			$	3,097,787
Food Service — 0.1%
		EL Pollo Loco, Inc.
$	370	11.75%, 11/15/13	$	403,300
		NPC International, Inc., Sr. Sub. Notes
340		9.50%, 5/1/14	351,900
		Sbarro, Inc., Sr. Notes
90		10.375%, 2/1/15 (4)	92,250
			$	847,450
Food/Drug Retailers — 0.3%
		General Nutrition Centers, Inc.
$	80	8.625%, 1/15/11	$	84,800
		General Nutrition Centers, Inc., Sr. Sub. Notes
195		8.50%, 12/1/10	203,287
		GNC Parent Corp.
455		12.14%, 12/1/11 (4)	466,375
		Rite Aid Corp.
1,010		6.125%, 12/15/08	1,008,737
285		8.125%, 5/1/10	292,837
			$	2,056,036
Forest Products — 0.2%
		Georgia-Pacific Corp.
$	5	9.50%, 12/1/11	$	5,525
		Jefferson Smurfit Corp.
75		7.50%, 6/1/13	72,750
		JSG Funding PLC, Sr. Notes
325		9.625%, 10/1/12	346,937
		NewPage Corp.
440		10.00%, 5/1/12	481,800
		NewPage Corp., Variable Rate
135		11.621%, 5/1/12	148,500
		Stone Container Finance Canada
430		7.375%, 7/15/14	412,800
			$	1,468,312
Healthcare — 1.0%
		Accellent, Inc.
$	245	10.50%, 12/1/13	$	256,025
		AMR HoldCo, Inc., Sr. Sub. Notes
325		10.00%, 2/15/15	356,687
		CDRV Investors, Inc., Sr. Disc. Notes
20		9.625%, 1/1/15	16,050
		CDRV Investors, Inc., Sr. Notes, Variable Rate
265		9.86%, 12/1/11	261,687

		HCA, Inc.
$	135	8.75%, 9/1/10	$	141,075
600		9.25%, 11/15/16 (4)	639,000
		Inverness Medical Innovations, Inc., Sr. Sub. Notes
1,655		8.75%, 2/15/12	1,750,162
		Multiplan, Inc., Sr. Sub. Notes
375		10.375%, 4/15/16 (4)	378,750
		National Mentor Holdings, Inc., Sr. Sub. Notes
195		11.25%, 7/1/14 (4)	212,062
		Res-Care, Inc., Sr. Notes
195		7.75%, 10/15/13	198,900
		Service Corp. International, Sr. Notes
400		7.00%, 6/15/17	398,000
		Triad Hospitals, Inc., Sr. Notes
425		7.00%, 5/15/12	437,750
		US Oncology, Inc.
220		9.00%, 8/15/12	234,300
515		10.75%, 8/15/14	574,225
		Vanguard Health Holdings Co., LLC, Sr. Disc. Notes, Variable Rate,
105		11.25%, (0.00% until 2009) 10/1/15	84,787
		VWR International, Inc., Sr. Sub. Notes
515		8.00%, 4/15/14	526,587
			$	6,466,047
Home Furnishings — 0.0%
		Interline Brands, Inc., Sr. Sub. Notes
$	135	8.125%, 6/15/14	$	138,712
		Steinway Musical Instruments, Sr. Notes
160		7.00%, 3/1/14 (4)	158,400
			$	297,112
Industrial Equipment — 0.1%
		Case New Holland, Inc., Sr. Notes
$	200	9.25%, 8/1/11	$	213,000
60		7.125%, 3/1/14	61,800
		Chart Industries, Inc., Sr. Sub. Notes
195		9.125%, 10/15/15 (4)	207,675
		Esco Corp., Sr. Notes
145		8.625%, 12/15/13 (4)	150,075
		Esco Corp., Sr. Notes, Variable Rate
145		9.235%, 12/15/13 (4)	148,987
			$	781,537
Leisure Goods/Activities/Movies — 0.4%
		AMC Entertainment, Inc., Sr. Sub. Notes
$	410	9.875%, 2/1/12	$	433,063
		AMC Entertainment, Inc., Variable Rate
60		9.624%, 8/15/10	62,250

		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp.
$	195	12.50%, 4/1/13 (4)	$	195,975
		HRP Myrtle Beach Operations, LLC/HRP Myrtle Beach Capital Corp., Variable Rate
360		10.12%, 4/1/12 (4)	361,800
		Marquee Holdings, Inc., Sr. Disc. Notes
790		12.00%, 8/15/14	675,450
		Universal City Developement Partners, Sr. Notes
335		11.75%, 4/1/10	358,869
		Universal City Florida Holdings, Sr. Notes, Variable Rate
615		10.121%, 5/1/10	638,063
			$	2,725,470
Lodging and Casinos — 0.9%
		Buffalo Thunder Development Authority
$	375	9.375%, 12/15/14 (4)	$	382,969
		CCM Merger, Inc.
230		8.00%, 8/1/13 (4)	229,713
		Chukchansi EDA, Sr. Notes, Variable Rate
280		8.877%, 11/15/12 (4)	288,750
		Galaxy Entertainment Finance
200		9.875%, 12/15/12 (4)	217,500
		Greektown Holdings, LLC, Sr. Notes
200		10.75%, 12/1/13 (4)	215,000
		Host Hotels & Resorts L.P., Sr. Notes
185		6.875%, 11/1/14 (4)	186,619
		Inn of the Mountain Gods, Sr. Notes
625		12.00%, 11/15/10	684,375
		Las Vegas Sands Corp.
285		6.375%, 2/15/15	278,588
		Majestic HoldCo, LLC, (0.00% until 2008)
140		12.50%, 10/15/11 (4)	94,850
		Majestic Star Casino, LLC
295		9.50%, 10/15/10	309,750
		Mohegan Tribal Gaming Authority, Sr. Sub. Notes
95		8.00%, 4/1/12	99,156
		OED Corp./Diamond Jo, LLC
475		8.75%, 4/15/12	472,625
		Pokagon Gaming Authority, Sr. Notes
35		10.375%, 6/15/14 (4)	38,588
		San Pasqual Casino
305		8.00%, 9/15/13 (4)	312,625
		Station Casinos, Inc.
55		7.75%, 8/15/16	56,375
		Station Casinos, Inc., Sr. Notes
95		6.00%, 4/1/12	90,369

		Trump Entertainment Resorts, Inc.
$	1,205	8.50%, 6/1/15	$	1,198,975
		Tunica-Biloxi Gaming Authority, Sr. Notes
310		9.00%, 11/15/15 (4)	323,950
		Turning Stone Resort Casinos, Sr. Notes
75		9.125%, 9/15/14 (4)	77,531
		Waterford Gaming, LLC, Sr. Notes
69		8.625%, 9/15/12 (4)	73,485
		Wynn Las Vegas, LLC
105		6.625%, 12/1/14	104,475
			$	5,736,268

Nonferrous Metals/Minerals — 0.2%
		Alpha Natural Resources, Sr. Notes
$	135	10.00%, 6/1/12	$	146,813
		FMG Finance PTY, Ltd., Variable Rate
160		9.369%, 9/1/11	164,400
280		10.625%, 9/1/16 (4)	310,100
		Novelis, Inc.
380		7.25%, 2/15/15	391,400
			$	1,012,713
Oil and Gas — 0.9%
		Allis-Chalmers Energy, Inc.
$	445	9.00%, 1/15/14	$	453,900
		Allis-Chalmers Energy, Inc., Sr. Notes
90		8.50%, 3/1/17 (4)	90,450
		Chaparral Energy, Inc., Sr. Notes
265		8.875%, 2/1/17 (4)	265,663
		Clayton Williams Energy, Inc.
115		7.75%, 8/1/13	107,525
		Compton Pet Finance Corp.
210		7.625%, 12/1/13	201,600
		Copano Energy, LLC, Sr. Notes
70		8.125%, 3/1/16	72,450
		El Paso Corp., Sr. Notes
225		9.625%, 5/15/12	255,938
		El Paso Production Holding Co.
50		7.75%, 6/1/13	52,000
		Encore Acquisition Co., Sr. Sub. Notes
155		7.25%, 12/1/17	148,025
		Giant Industries
225		8.00%, 5/15/14	242,719
		Ocean Rig Norway AS, Sr. Notes
225		8.375%, 7/1/13 (4)	239,625
		Opti Cananda, Inc.
360		8.25%, 12/15/14 (4)	378,000
		Parker Drilling Co., Sr. Notes
100		9.625%, 10/1/13	109,625
		Petrobras International Finance Co.
50		7.75%, 9/15/14	55,250
		Petrohawk Energy Corp., Sr. Notes
795		9.125%, 7/15/13	826,800
		Quicksilver Resources, Inc.
210		7.125%, 4/1/16	205,275
		Semgroup L.P., Sr. Notes
540		8.75%, 11/15/15 (4)	544,050

		Sesi, LLC, Sr. Notes
$	60	6.875%, 6/1/14	$	59,100
		Stewart & Stevenson, LLC, Sr. Notes
305		10.00%, 7/15/14 (4)	318,725
		United Refining Co., Sr. Notes
595		10.50%, 8/15/12	618,800
		VeraSun Energy Corp.
305		9.875%, 12/15/12	320,250
			$	5,565,770
Publishing — 0.2%
		American Media Operations, Inc., Series B
$	265	10.25%, 5/1/09	$	255,063
		CBD Media, Inc., Sr. Sub. Notes
125		8.625%, 6/1/11	129,375
		Dex Media West, LLC, Sr. Sub. Notes
87		9.875%, 8/15/13	95,048
		Idearc, Inc., Sr. Notes
220		8.00%, 11/15/16 (4)	224,675
		MediaNews Group, Inc., Sr. Sub. Notes
100		6.875%, 10/1/13	91,500
		Medimedia USA, Inc., Sr. Sub Notes
55		11.375%, 11/15/14 (4)	57,888
		R.H. Donnelley Corp., Sr. Disc. Notes
145		6.875%, 1/15/13	139,563
160		6.875%, 1/15/13	154,000
			$	1,147,112
Radio and Television — 0.5%
		Advanstar Communications, Inc.
$	1,120	10.75%, 8/15/10	$	1,209,600
		CanWest Media, Inc.
464		8.00%, 9/15/12	483,495
		LBI Media, Inc.
165		10.125%, 7/15/12	175,931
		Rainbow National Services, LLC, Sr. Notes
180		8.75%, 9/1/12 (4)	192,600
		Rainbow National Services, LLC, Sr. Sub. Debs.
645		10.375%, 9/1/14 (4)	728,850
		Sirius Satellite Radio, Sr. Notes
550		9.625%, 8/1/13	550,000
			$	3,340,476
Rail Industries — 0.1%
		Kansas City Southern Mexico, Sr. Notes
$	230	7.625%, 12/1/13 (4)	$	231,150
		Kansas City Southern Railway Co.
95		9.50%, 10/1/08	99,988

		TFM SA de C.V., Sr. Notes
$	130	12.50%, 6/15/12	$	141,050
			$	472,188
Retailers (Except Food and Drug) — 0.7%
		Amscan Holdings, Inc., Sr. Sub. Notes
$	250	8.75%, 5/1/14	$	246,250
		Autonation, Inc., Variable Rate
135		7.36%, 4/15/13	136,688
		Bon-Ton Department Stores, Inc.
225		10.25%, 3/15/14	234,000
		GameStop Corp.
1,265		8.00%, 10/1/12	1,344,063
		GameStop Corp., Variable Rate
365		9.235%, 10/1/11	380,513
		Michaels Stores, Inc., Sr. Notes
585		10.00%, 11/1/14 (4)	627,413
		Michaels Stores, Inc., Sr. Sub. Notes
130		11.375%, 11/1/16 (4)	141,050
		Neiman Marcus Group, Inc.
485		9.00%, 10/15/15	533,500
285		10.375%, 10/15/15	319,913
		Sally Holdings, LLC, Sr. Notes
90		9.25%, 11/15/14 (4)	92,812
		Toys R US Corp.
305		7.375%, 10/15/18	260,013
			$	4,316,215
Steel — 0.1%
		AK Steel Corp.
$	125	7.875%, 2/15/09	$	125,625
		Ispat Inland ULC, Sr. Notes
199		9.75%, 4/1/14	222,268
		RathGibson, Inc., Sr, Notes
430		11.25%, 2/15/14	457,950
			$	805,843
Surface Transport — 0.0%
		Horizon Lines, LLC
$	217	9.00%, 11/1/12	$	229,478
			$	229,478
Telecommunications — 1.2%
		Alamosa Delaware, Inc., Sr. Notes
$	515	11.00%, 7/31/10	$	553,579
		Centennial Cellular Operating Co., LLC, Sr. Notes
205		10.125%, 6/15/13	222,169

		Digicel Ltd., Sr. Notes
$	275	9.25%, 9/1/12 (4)	$	295,625
		Intelsat Bermuda Ltd.
325		9.25%, 6/15/16 (4)	358,313
		Intelsat Bermuda Ltd., Sr. Notes, Variable Rate
485		10.252%, 1/15/12	489,850
		Intelsat Ltd., Sr. Notes
1,425		5.25%, 11/1/08	1,396,500
		Level 3 Financing, Inc., Sr. Notes
225		9.25%, 11/1/14 (4)	231,188
		Qwest Capital Funding, Inc.
110		7.00%, 8/3/09	112,475
		Qwest Communications International, Inc.
500		7.50%, 2/15/14	518,750
		Qwest Communications International, Inc., Sr. Notes
65		7.50%, 11/1/08	66,300
		Qwest Corp., Sr. Notes
140		7.625%, 6/15/15	150,675
		Qwest Corp., Sr. Notes, Variable Rate
985		8.61%, 6/15/13 (4)	1,078,575
		Rogers Wireless, Inc., Sr. Sub. Notes
40		8.00%, 12/15/12	42,300
		Rogers Wireless, Inc., Variable Rate
1,453		8.485%, 12/15/10	1,485,693
		UbiquiTel Operating Co., Sr. Notes
395		9.875%, 3/1/11	424,683
		Windstream Corp., Sr. Notes
290		8.125%, 8/1/13	313,563
60		8.625%, 8/1/16	65,775
			$	7,806,013
Utilities — 0.3%
		Dynegy Holdings, Inc.
$	195	8.375%, 5/1/16	$	207,188
		Mission Energy Holding Co.
215		13.50%, 7/15/08	236,769
		NGC Corp.
390		7.625%, 10/15/26	380,250
		NRG Energy, Inc.
140		7.25%, 2/1/14	140,700
455		7.375%, 1/15/17	456,138
		NRG Energy, Inc., Sr. Notes
185		7.375%, 2/1/16	185,694

		Reliant Energy, Inc.
$	165	9.25%, 7/15/10	$	174,075
			$	1,780,814
Total Corporate Bonds & Notes (identified cost $94,858,047)			$	97,991,244

Convertible Bonds — 0.1%

Principal
Amount		Security	Value
$	310,000	L-3 Communications Corp. (4)	$	323,175
Total Convertible Bonds (identified cost, $313,294)			$	323,175

Common Stocks — 0.1%

Shares	Security	Value
32,088	Trump Entertainment Resorts, Inc. (6)	$	569,883
Total Common Stocks (identified cost, $395,965)		$	569,883

Convertible Preferred Stocks — 0.0%

Shares	Security	Value
1,007	Chesapeake Energy Corp., 4.50%	$	96,410
934	Crown Castle International Corp., 6.25% (PIK)	52,304
Total Convertible Preferred Stocks (identified cost, $142,317)		$	148,714

Closed-End Investment Companies — 1.8%

Shares	Security	Value
20,000	Blackrock Floating Rate Income Strategies Fund II, Inc.	$	373,600
25,000	Blackrock Floating Rate Income Strategies Fund, Inc.	477,000
125,000	First Trust / Four Corners Senior Floating Rate Income Fund II	2,326,250
895,800	ING Prime Rate Trust	6,628,920
87,500	LMP Corporate Loan Fund, Inc.	1,241,625
Total Closed-End Investment Companies (identified cost, $11,209,592)		$	11,047,395

Short-Term Investment — 6.1%

	Interest
Description	(000’s omitted)		Value
Investment in Cash Management Portfolio, 4.73% (7)	$	38,735	$	38,735,042
Total Short-Term Investments (at amortized cost, $38,735,042)			$	38,735,042
Gross Investments — 160.9% (identified cost $1,007,353,186)			$	1,015,123,412

Less Unfunded Loan Commitments — (0.7)% (identified cost $4,369,989)	$	(4,369,989	)
Net Investments — 160.2% (identified cost $1,002,983,197)	$	1,010,753,423
Other Assets, Less Liabilities — 2.3%	$	14,395,737
Auction Preferred Shares Plus Cumulative Unpaid Dividends — (62.5)%	$	(394,413,258	)
Net Assets Applicable to Common Shares — 100.0%	$	630,735,902

PIK	—	Payment In Kind.
EUR	—	Euro
(1)		Senior floating-rate interests often require prepayments from excess cash flows or permit the borrower to repay at its 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, it is anticipated that the senior floating-rate interests will have an expected average life of approximately two to three 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
(2)		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.
(3)		Security valued at fair value using methods determined in good faith by or at the direction of the Trustees.
(4)		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, 2007, the aggregate value of the securities is $27,189,777 or 4.3% of the net assets.
(5)		Defaulted security.
(6)		Non-income producing security.
(7)		Affiliated investment investing in high quality, U.S. Dollar denominated money market instruments, and that is available to Eaton Vance portfolios and funds. The rate shown is the annualized seven-day yield as of January 31, 2007.

A summary of financial instruments at January 31, 2007 is as follows:

Forward Foreign Currency Exchange Contracts

Sales

Settlement			Net Unrealized
Date	Deliver	In Exchange For	Depreciation
2/28/07	Euro 2,000,000	United States Dollar 2,592,400		$	(9,676	)
				$	(9,676	)

Credit Default Swaps

Notional	Expiration		Net Unrealized
Amount	Date	Description	Appreciation
$2,000,000	3/20/2010	Agreement with Lehman Brothers dated 3/15/2005 whereby the Trust will receive 2.20% per year times the notional amount. The Trust makes a payment of the notional amount only upon a default event on the reference entity, a Revolving Credit Agreement issued by Inergy, L.P.		$	65,639

At January 31, 2007, the Trust had sufficient cash and/or securities segregated to cover commitments under these contracts.

The cost and unrealized appreciation (depreciation) in value of the investments owned by the Trust at January 31, 2007, as computed on a federal income tax basis, were as follows:

Aggregate cost	$	1,003,892,196
Gross unrealized appreciation	$	8,875,292
Gross unrealized depreciation	(2,014,065		)
Net unrealized appreciation	$	6,861,227

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/ Thomas E. Faust, Jr.
		Thomas E. Faust Jr.
		President
Date:		March 23, 2007

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/ Thomas E. Faust, Jr.
		Thomas E. Faust Jr.
		President
Date:		March 23, 2007
By:		/s/ Barbara E. Campbell
		Barbara E. Campbell
		Treasurer
Date:		March 23, 2007